Estimation and adaptive control of span-contracting Markov decision processes

Gerhard Hübner

Kybernetika (1991)

  • Volume: 27, Issue: 1, page 66-71
  • ISSN: 0023-5954

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Hübner, Gerhard. "Estimation and adaptive control of span-contracting Markov decision processes." Kybernetika 27.1 (1991): 66-71. <http://eudml.org/doc/28807>.

@article{Hübner1991,
author = {Hübner, Gerhard},
journal = {Kybernetika},
keywords = {adaptive control; discrete time Markov decision process; finite state space; successive approximation},
language = {eng},
number = {1},
pages = {66-71},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Estimation and adaptive control of span-contracting Markov decision processes},
url = {http://eudml.org/doc/28807},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Hübner, Gerhard
TI - Estimation and adaptive control of span-contracting Markov decision processes
JO - Kybernetika
PY - 1991
PB - Institute of Information Theory and Automation AS CR
VL - 27
IS - 1
SP - 66
EP - 71
LA - eng
KW - adaptive control; discrete time Markov decision process; finite state space; successive approximation
UR - http://eudml.org/doc/28807
ER -

References

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  3. A. Federgruen, Markovian Control Problems, Math. Centre Tracts 97, Amsterdam 1983. (1983) Zbl0541.90068MR0745450
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  5. A. Federgruen P. J. Schweitzer, H. C Tijms, Contraction mappings underlying undiscounted Markov decision problems, J. Math. Anal. Appl. 65 (1978), 711 - 730. (1978) MR0510481
  6. A. Federgruen, H. C Tijms, The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms, J. Appl. Probab. 15 (1978), 356-373. (1978) Zbl0386.90060MR0475896
  7. O. Hernandez-Lerma, Adaptive Control Processes, Springer-Verlag, Berlin-Heidelberg- New York 1989. (1989) MR0995463
  8. K. Hinderer, On approximate solutions of finite-stage dynamic programs, In: Dynamic Programming and its applications (M. L. Puterman, ed.), Academic Press, New York 1978, pp. 289-317. (1978) Zbl0461.90075MR0537885
  9. G. Hiibner, Contraction properties of Markov decision models with applications to the elimination of non-optimal actions, In: Dynamische optimierung, Bonner Math. Schriften 98 (1977), 57-65. (1977) MR0524411
  10. G. Hiibner, A unified approach to adaptive control of average reward Markov decision processes, OR Spektrum 10 (1988), 161-166. (1988) MR0961229
  11. M. Kurano, Discrete-time Markovian decision processes with an unknown parameter - average return criterion, J. oper. Res. Soc. Japan 15 (1972), 67-76. (1972) Zbl0238.90006MR0343942
  12. M. Kurano, Adaptive policies in Markov decision processes with uncertain matrices, J. Inf. Optim. 4 (1983), 21-40. (1983) MR0697991
  13. M. Kurano, Learning algorithms for Markov decision processes, J. Appl. Probab. 24 (1987), 270-276. (1987) Zbl0631.90085MR0876190
  14. P. Mandl, Estimation and control of Markov chains, Adv. in Appl. Probab. 6 (1974), 40-60. (1974) MR0339876
  15. P. Mandl, On the adaptive control of countable Markov chains, In: Probability Theory, Banach Centre Publications, Warsaw 1979, pp. 159-173. (1979) Zbl0439.60069MR0561478
  16. W. Whitt, Approximations of dynamic programs, Math. Oper. Res. 3 (1978), 231 - 243. (1978) Zbl0393.90094MR0506661

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