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Adaptive Control of a Partially Observed Discrete Time Markov Process

✍ Scribed by T. E. Duncan; B. Pasik-Duncan; L. Stettner


Publisher
Springer
Year
1998
Tongue
English
Weight
243 KB
Volume
37
Category
Article
ISSN
0095-4616

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Bayesian adaptive control of discrete-ti
✍ G.B.Di Masi; Ł. Stettner πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 100 KB

A simple adaptive control strategy for discrete-time Markov processes with compact state, action and parameter spaces that guarantees near self-optimality is proposed. The approach used is based on randomization and the study of invariant measure of the joint state and Bayesian parameter estimator p