Borkar, V. S. (2000) Sample complexity for markov chain self-tuner Systems & Control Letters, 41 (2). pp. 95-104. ISSN 0167-6911
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/S0167-6911(00)00042-6
Abstract
For self-tuning control of a finite state Markov chain whose parametrized transition probabilities satisfy an 'identifiability condition', we establish a bound on the number of samples required to attain a prescribed measure of near-optimality with a prescribed probability.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Controlled Markov Chains; Adaptive Control; Self-tuning Control; Sample Complexity; Identifiability Condition; Average Cost |
| ID Code: | 5282 |
| Deposited On: | 18 Oct 2010 08:27 |
| Last Modified: | 20 May 2011 09:06 |
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