1st Edition

Self-Learning Control of Finite Markov Chains

    314 Pages
    by CRC Press

    316 Pages
    by CRC Press

    Presents a number of new and potentially useful self-learning (adaptive) control algorithms and theoretical as well as practical results for both unconstrained and constrained finite Markov chains-efficiently processing new information by adjusting the control strategies directly or indirectly.

    Controlled Markov chains. Unconstrained Markov chains: Lagrange multipliers approach; penalty function approach; projection gradient method. Constrained Markov chains: Lagrange multipliers approach; penalty function approach; nonregular Markov chains; practical aspects.

    Biography

    Poznyak, A.S.; Najim, Kaddour; Gomez-Ramirez, E.