Borkar, V. S. (1996) Recursive self-tuning control of finite Markov chains Applicationes Mathematicae, 24 (2). pp. 169-188. ISSN 1233-7234
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Official URL: http://matwbn.icm.edu.pl/ksiazki/zm/zm24/zm2425.pd...
Abstract
A recursive self-tuning control scheme for finite Markov chains is proposed wherein the unknown parameter is estimated by a stochastic approximation scheme for maximizing the log-likelihood function and the control is obtained via a relative value iteration algorithm. The analysis uses the asymptotic o.d.e.s associated with these.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Institute of Mathematics of the Polish Academy of Sciences. |
| Keywords: | Adaptive Control; Self-tuning Control; Controlled Markov Chains; Stochastic Approximation; Relative Value Iteration |
| ID Code: | 81434 |
| Deposited On: | 06 Feb 2012 04:56 |
| Last Modified: | 06 Feb 2012 04:56 |
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