Adaptive control of a partially observed controlled Markov chain

2007 ◽  
pp. 161-171
Author(s):  
Emmanuel Fernández-Gaucherand ◽  
Aristotle Arapostathis ◽  
Steven I. Marcus
Keyword(s):  
Adaptive Control ◽  
Markov Chain ◽  
Partially Observed

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

1993 ◽  
Vol 38 (6) ◽  
pp. 987-993 ◽  
Author(s):  
E. Fernandez-Gaucherand ◽  
A. Arapostathis ◽  
S.I. Marcus
Keyword(s):  
Adaptive Control ◽  
Markov Chain ◽  
Control Scheme ◽  
Partially Observed ◽  
Adaptive Control Scheme

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

1990 ◽  
Author(s):  
A. Arapostathis ◽  
E. Fernandez-Gaucherand ◽  
S.I. Marcus
Keyword(s):  
Adaptive Control ◽  
Markov Chain ◽  
Control Scheme ◽  
Partially Observed ◽  
Adaptive Control Scheme

scholarly journals On adaptive control of a partially observed Markov chain

1994 ◽  
Vol 22 (2) ◽  
pp. 165-180 ◽  
Author(s):  
Giovanni Di Masi ◽  
Łukasz Stettner
Keyword(s):  
Adaptive Control ◽  
Markov Chain ◽  
Partially Observed

scholarly journals Simulation of an Optimal Regulator for A Partially Observed Markov Chain

1986 ◽  
Vol 19 (5) ◽  
pp. 419-424
Author(s):  
R.E. Mortensen
Keyword(s):  
Markov Chain ◽  
Partially Observed ◽  
Optimal Regulator

scholarly journals A uniformly convergent adaptive particle filter

2005 ◽  
Vol 42 (4) ◽  
pp. 1053-1068 ◽  
Author(s):  
Anastasia Papavasiliou
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Particle Filter ◽  
Adaptive Estimation ◽  
Optimal Filter ◽  
Simultaneous Estimation ◽  
Unknown Parameters ◽  
Partially Observed ◽  
Uniformly Convergent ◽  
Number Of Particles

Particle filters are Monte Carlo methods that aim to approximate the optimal filter of a partially observed Markov chain. In this paper, we study the case in which the transition kernel of the Markov chain depends on unknown parameters: we construct a particle filter for the simultaneous estimation of the parameter and the partially observed Markov chain (adaptive estimation) and we prove the convergence of this filter to the correct optimal filter, as time and the number of particles go to infinity. The filter presented here generalizes Del Moral's Monte Carlo particle filter.

The adjoint process for a partially observed Markov chain

1990 ◽  
Author(s):  
R.J. Elliott
Keyword(s):  
Markov Chain ◽  
Partially Observed

scholarly journals The mean squared loss control problem for a partially observed Markov chain

2017 ◽  
Vol 92 (3) ◽  
pp. 585-592 ◽  
Author(s):  
Y. Lai ◽  
R. J. Elliott
Keyword(s):  
Markov Chain ◽  
Control Problem ◽  
Partially Observed ◽  
The Mean ◽  
Loss Control

Adaptive Control of a Partially Observed Discrete Time Markov Process

1998 ◽  
Vol 37 (3) ◽  
pp. 269-293 ◽  
Author(s):  
T. E. Duncan ◽  
B. Pasik-Duncan
Keyword(s):  
Adaptive Control ◽  
Markov Process ◽  
Discrete Time ◽  
Partially Observed
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