Self-Learning Control of Finite Markov Chains  book cover
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Self-Learning Control of Finite Markov Chains





ISBN 9780367398996
Published October 10, 2019 by CRC Press
314 Pages

 
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Book Description

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.

Table of Contents

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.

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Author(s)

Biography

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