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Recursive adaptive control of Markov decision processes with the average reward criterion

✍ Scribed by Rolando Cavazos-Cadena; Onésimo Hernández-Lerma


Publisher
Springer
Year
1991
Tongue
English
Weight
710 KB
Volume
23
Category
Article
ISSN
0095-4616

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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