Scheduled System Maintenance:
On Monday, April 27th, IEEE Xplore will undergo scheduled maintenance from 1:00 PM - 3:00 PM ET (17:00 - 19:00 UTC). No interruption in service is anticipated.
By Topic

Analysis of an adaptive control scheme for a partially observed controlled Markov chain

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Fernandez-Gaucherand, E. ; Dept. of Syst. & Ind. Eng., Arizona Univ., Tucson, AZ, USA ; Arapostathis, A. ; Marcus, S.I.

The authors consider an adaptive finite state controlled Markov chain with partial state information, motivated by a class of replacement problems. They present parameter estimation techniques based on the information available after actions that reset the state to a known value are taken. It is proved that the parameter estimates converge w.p.1 to the true (unknown) parameter, under the feedback structure induced by a certainty equivalent adaptive policy. It is shown that the adaptive policy is self-optimizing in a long-run average sense, for any (measurable) sequence of parameter estimates converging w.p.1 to the true parameter

Published in:

Automatic Control, IEEE Transactions on  (Volume:38 ,  Issue: 6 )