Nonparametric Adaptive Control for Discrete - Time Markov Processes with Unbounded Costs under Average Criterion
نویسنده
چکیده
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.
منابع مشابه
E. GORDIENKO and O. HERNÁNDEZ-LERMA (México) AVERAGE COST MARKOV CONTROL PROCESSES WITH WEIGHTED NORMS: EXISTENCE OF CANONICAL POLICIES
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