# Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion

Applicationes Mathematicae (1999)

- Volume: 26, Issue: 3, page 267-280
- ISSN: 1233-7234

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topMinjárez-Sosa, J.. "Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion." Applicationes Mathematicae 26.3 (1999): 267-280. <http://eudml.org/doc/219238>.

@article{Minjárez1999,

abstract = {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 $x_\{t+1\}=F(x_t,a_t,ξ _t)$, t=1,2,..., with i.i.d. $ℝ^k$-valued random vectors $ξ_t$, which are observable but whose density ϱ is unknown.},

author = {Minjárez-Sosa, J.},

journal = {Applicationes Mathematicae},

keywords = {Markov control process; discounted and average cost criterion; adaptive policy},

language = {eng},

number = {3},

pages = {267-280},

title = {Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion},

url = {http://eudml.org/doc/219238},

volume = {26},

year = {1999},

}

TY - JOUR

AU - Minjárez-Sosa, J.

TI - Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion

JO - Applicationes Mathematicae

PY - 1999

VL - 26

IS - 3

SP - 267

EP - 280

AB - 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 $x_{t+1}=F(x_t,a_t,ξ _t)$, t=1,2,..., with i.i.d. $ℝ^k$-valued random vectors $ξ_t$, which are observable but whose density ϱ is unknown.

LA - eng

KW - Markov control process; discounted and average cost criterion; adaptive policy

UR - http://eudml.org/doc/219238

ER -

## References

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