Borkar, V. S. (1990) The Kumar-Becker-Lin scheme revisited Journal of Optimization Theory and Applications, 66 (2). pp. 289-309. ISSN 0022-3239
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Official URL: http://www.springerlink.com/content/tu2g2122w15363...
Related URL: http://dx.doi.org/10.1007/BF00939540
Abstract
The Kumar-Becker-Lin scheme introduces a slowly vanishing cost bias in the parameter estimation part of self-tuning control in order to improve its performance. This paper establishes the a.s. optimality of a variant of this scheme for Markov chains on a countable state space when the action space is compact metric and the parameter space is a compact subset of R m .
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Optimal Stochastic Control; Adaptive Control; Ergodic Control; Kumar-becker-lin Scheme; Self-tuning Control |
| ID Code: | 5338 |
| Deposited On: | 18 Oct 2010 08:47 |
| Last Modified: | 20 May 2011 10:44 |
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