Temat: long-run average cost - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Ergodic control of partially observed Markov processes with equivalent transition probabilities
Autorzy:: Stettner, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/1340658.pdf
Data publikacji:: 1993
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: partial observation
long run average cost
stochastic control
Bellman equation
Opis:: Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.
Źródło:: Applicationes Mathematicae; 1993-1995, 22, 1; 25-38
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Average cost Markov control processes with weighted norms: value iteration
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340319.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: average cost optimality equation
strong average optimality
(discrete-time) Markov control processes
long-run average cost
weighted norms
Opis:: This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Average cost Markov control processes with weighted norms: existence of canonical policies
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340317.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discounted cost
average cost optimality equation
long run average cost
(discrete-time) Markov control processes
average cost optimality inequality
weighted norms
Opis:: This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: On adaptive control of a partially observed Markov chain
Autorzy:: Di Masi, Giovanni
Stettner, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/1340597.pdf
Data publikacji:: 1994
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: uniform ergodicity
long run average cost
filtering process
adaptive control
approximate filter
partially observed systems
Opis:: A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm is based on probing control, whose cost is additionally assumed to be periodically observable.
Źródło:: Applicationes Mathematicae; 1993-1995, 22, 2; 165-180
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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