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

• Autorzy: J. Adolfo Minjárez-Sosa
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

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

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1999
• Tom: 26
• Numer: 3
• Strony: 267-280

Daty

wydano

1999

otrzymano

1998-08-04

Twórcy

autor

J. Adolfo Minjárez-Sosa

• Departamento de Matemáticas, Universidad de Sonora, Rosales s/n Col. Centro, C.P. 83000, Hermosillo, Son., México

Bibliografia

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