BAYESIAN ADAPTIVE-CONTROL OF DISCRETE-TIME MARKOV-PROCESSES WITH LONG-RUN AVERAGE COST

Authors
DIMASI GB STETTNER L
Citation
Gb. Dimasi et L. Stettner, BAYESIAN ADAPTIVE-CONTROL OF DISCRETE-TIME MARKOV-PROCESSES WITH LONG-RUN AVERAGE COST, Systems & control letters, 34(1-2), 1998, pp. 55-62
Citations number
6
Categorie Soggetti
Robotics & Automatic Control","Operatione Research & Management Science","Robotics & Automatic Control","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
34
Issue
1-2
Year of publication
1998
Pages
55 - 62
Database
ISI
SICI code
0167-6911(1998)34:1-2<55:BAODMW>2.0.ZU;2-L
Abstract
A simple adaptive control strategy for discrete-time Markov processes with compact state, action and parameter spaces that guarantees near s elf-optimality is proposed. The approach used is based on randomizatio n and the study of invariant measure of the joint state and Bayesian p arameter estimator process. (C) 1998 Elsevier Science B.V. All rights reserved.