Adaptive Markov control processes / O. Hernández-Lerma

Auteur principal : Hernández-Lerma, Onésimo, 1946-, AuteurType de document : Livre numériqueCollection : Applied mathematical sciences, 79Langue : anglais.Éditeur : Berlin : Springer, 1989ISBN: 0387969667.ISSN: 0066-5452.Sujet MSC : 90C40, Mathematical programming, Markov and semi-Markov decision processes
60Jxx, Probability theory and stochastic processes - Markov processes
93C40, Model systems in control theory, Adaptive control/observation systemsEn-ligne : Numir | Springerlink
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The purpose of this book is to present some recent developments on the theory of adaptive controlled Markov processes (CMP's) - also known as Markov decision processes or Markov dynamic programs -, i.e., CMP's that depend on unknown parameters. Thus, at each decision time, the controller or decision-maker must estimate the true parameter values and then adapt the control actions to the estimated values. (Zentralblatt)

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