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Adaptive control of Markov chains with local updates

โœ Scribed by Ahmad Jalali; Michael Ferguson


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
769 KB
Volume
14
Category
Article
ISSN
0167-6911

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In this paper we consider the adaptive control of constrained finite ergodic controller Markov chains whose transition probabilities are unknown. The control policy is designed to achieve the minimization of a loss function under a set of inequality constraints. The average values of conditional mat