Recursive Self-tuning Control of Finite Markov Chains
نویسنده
چکیده
A recursive self-tuning control scheme for finite Markov chains is proposed wherein the unknown parameter is estimated by a stochastic approximation scheme for maximizing the log-likelihood function and the control is obtained via a relative value iteration algorithm. The analysis uses the asymptotic o.d.e.s associated with these.
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تاریخ انتشار 2007