On the adaptive control of a class of partially observed Markov decision processes

@article{Hsu2009OnTA,
  title={On the adaptive control of a class of partially observed Markov decision processes},
  author={Shun-Pin Hsu and Dong-Ming Chuang and Ari Arapostathis},
  journal={2009 American Control Conference},
  year={2009},
  pages={5635-5640}
}
We study the adaptive control problems of a class of discrete-time partially observed Markov decision processes whose transition kernels are parameterized by a unknown vector. Given a sequence of parameter estimates converging to the true value with probability 1, we propose an adaptive control policy and show that under some conditions this policy is self… CONTINUE READING