Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion
نویسندگان
چکیده
منابع مشابه
Nonparametric Adaptive Control for Discrete - Time Markov Processes with Unbounded Costs under Average Criterion
We introduce average cost optimal adaptive policies in a class of discrete-time Markov control processes with Borel state and action spaces, allowing unbounded costs. The processes evolve according to the system equations xt+1 = F (xt, at, ξt), t = 1, 2, . . . , with i.i.d. R -valued random vectors ξt, which are observable but whose density ̺ is unknown.
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1999
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-26-3-267-280