Temat: uniform ergodicity - Prolib Integro

Skocz do pozycji: 1.

Tytuł:: Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Autorzy:: Hernández-Lerma, Onésimo
Vega-Amaya, Oscar
Tematy:: uniform ergodicity
Lyapunov stability conditions
(discrete-time) Markov control processes
Poisson's equation
undiscounted cost criteria; Pokaż więcej
Data publikacji:: 1998
Powiązania:: https://bibliotekanauki.pl/articles/1339029.pdf Link otwiera się w nowym oknie
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 2; 153-178
1233-7234
Pojawia się w:: Applicationes Mathematicae
Opis:: We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On adaptive control of a partially observed Markov chain
Autorzy:: Di Masi, Giovanni
Stettner, Łukasz
Tematy:: uniform ergodicity
long run average cost
filtering process
adaptive control
approximate filter
partially observed systems; Pokaż więcej
Data publikacji:: 1994
Powiązania:: https://bibliotekanauki.pl/articles/1340597.pdf Link otwiera się w nowym oknie
Źródło:: Applicationes Mathematicae; 1993-1995, 22, 2; 165-180
1233-7234
Pojawia się w:: Applicationes Mathematicae
Opis:: A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm is based on probing control, whose cost is additionally assumed to be periodically observable.
Dostawca treści:: Biblioteka Nauki

Artykuł

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