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

J. Minjárez-Sosa

Displaying similar documents to “Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion”

Optimal stopping of a risk process

Elżbieta Ferenstein, Andrzej Sierociński (1997)

Applicationes Mathematicae

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Optimal stopping time problems for a risk process $U_{t} = u + c t - \sum_{n = 0}^{N (t)} X_{n}$ where the number N(t) of losses up to time t is a general renewal process and the sequence of $X_{i}$ ’s represents successive losses are studied. N(t) and $X_{i}$ ’s are independent. Our goal is to maximize the expected return before the ruin time. The main results are closely related to those obtained by Boshuizen and Gouweleew [2].

Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

Onésimo Hernández-Lerma, Oscar Vega-Amaya (1998)

Applicationes Mathematicae

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We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost

Implicit Markov kernels in probability theory

Daniel Hlubinka (2002)

Commentationes Mathematicae Universitatis Carolinae

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Having Polish spaces $𝕏$ , $𝕐$ and $ℤ$ we shall discuss the existence of an $𝕏 \times 𝕐$ -valued random vector $(ξ, η)$ such that its conditional distributions $K_{x} = ℒ (η ∣ ξ = x)$ satisfy $e (x, K_{x}) = c (x)$ or $e (x, K_{x}) \in C (x)$ for some maps $e : 𝕏 \times ℳ_{1} (𝕐) \to ℤ$ , $c : 𝕏 \to ℤ$ or multifunction $C : 𝕏 \to 2^{ℤ}$ respectively. The problem is equivalent to the existence of universally measurable Markov kernel $K : 𝕏 \to ℳ_{1} (𝕐)$ defined implicitly by $e (x, K_{x}) = c (x)$ or $e (x, K_{x}) \in C (x)$ respectively. In the paper we shall provide sufficient conditions for the existence of the desired Markov kernel. We shall discuss some special solutions of the $(e, c)$ - or $(e, C)$ -problem...

Higher order linear connections from first order ones

Włodzimierz M. Mikulski (2007)

Archivum Mathematicum

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We describe how find all $ℳ f_{m}$ -natural operators $D$ transforming torsion free classical linear connections $\nabla$ on $m$ -manifolds $M$ into $r$ -th order linear connections $D (\nabla)$ on $M$ .

On $α$ -normal and $β$ -normal spaces

Aleksander V. Arhangel&#039;skii, Lewis D. Ludwig (2001)

Commentationes Mathematicae Universitatis Carolinae

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We define two natural normality type properties, $α$ -normality and $β$ -normality, and compare these notions to normality. A natural weakening of Jones Lemma immediately leads to generalizations of some important results on normal spaces. We observe that every $β$ -normal, pseudocompact space is countably compact, and show that if $X$ is a dense subspace of a product of metrizable spaces, then $X$ is normal if and only if $X$ is $β$ -normal. All hereditarily separable spaces are $α$ -normal. A space is...

Displaying similar documents to “Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion”

Optimal stopping of a risk process

Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

Implicit Markov kernels in probability theory

Higher order linear connections from first order ones

On α -normal and β -normal spaces

On $α$ -normal and $β$ -normal spaces