Estimation and control in Markov chains
- 1 March 1974
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 6 (1) , 40-60
- https://doi.org/10.2307/1426206
Abstract
We consider a finite controlled Markov chain, the description of which depends on an unknown parameter α , and investigate the following control policy. To each...Keywords
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