Adaptive control of Markov chains with average cost.
Zhiyuan RenBruce H. KroghPublished in: IEEE Trans. Autom. Control. (2001)
Keyphrases
- adaptive control
- average cost
- markov chain
- finite state
- steady state
- control method
- markov decision processes
- state space
- reinforcement learning
- stochastic process
- transition probabilities
- random walk
- control law
- stationary distribution
- optimal control
- markov decision chains
- markov processes
- long run
- markov model
- optimal policy
- finite number
- linear programming
- initial state
- holding cost
- closed loop
- control system
- total cost
- probabilistic automata
- model free
- multistage
- markov decision process
- objective function
- machine learning