Adaptive control of constrained Markov chains
- 1 April 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 36 (4) , 454-462
- https://doi.org/10.1109/9.75103
Abstract
We consider the adaptive control of finite-state Markov chains, where the optimal performanceis characterized through the minimization of a long-run average cost functional, subject to constraintson several other such functionals.Keywords
This publication has 18 references indexed in Scilit:
- Adaptive control of constrained Markov chains: Criteria and policiesAnnals of Operations Research, 1991
- Nonparametric adaptive control of discrete-time partially observable stochastic systemsJournal of Mathematical Analysis and Applications, 1989
- Discretization procedures for adaptive Markov control processesJournal of Mathematical Analysis and Applications, 1989
- Adaptive Markov Control ProcessesPublished by Springer Nature ,1989
- Adaptive policies for discrete-time stochastic control systems with unknown disturbance distributionSystems & Control Letters, 1987
- Adaptive control of Markov processes with incomplete state information and unknown parametersJournal of Optimization Theory and Applications, 1987
- Estimation and optimal control for constrained Markov chainsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1986
- Adaptive control of discounted Markov decision chainsJournal of Optimization Theory and Applications, 1985
- A Survey of Some Results in Stochastic Adaptive ControlSIAM Journal on Control and Optimization, 1985
- Constrained Undiscounted Stochastic Dynamic ProgrammingMathematics of Operations Research, 1984