On the adaptive control of countable Markov chains
Petr Mandl (1979)
Banach Center Publications
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Petr Mandl (1979)
Banach Center Publications
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Svetla Dimitrova Milusheva, Drumi Dimitrov Bainov (1991)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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Ewa Drabik (1996)
Applicationes Mathematicae
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Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.
Jeffrey Vaaler (1981)
Acta Arithmetica
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M. B. Levin (1996)
Journal de théorie des nombres de Bordeaux
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We construct a Markov normal sequence with a discrepancy of . The estimation of the discrepancy was previously known to be .
Randal Douc, Arnaud Guillin, Eric Moulines (2008)
Annales de l'I.H.P. Probabilités et statistiques
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This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed...
Kurt Mahler, G. Szekeres (1967)
Acta Arithmetica
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S. Dancs, P. Turán (1973)
Acta Arithmetica
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