GRADIENT APPROACH FOR RECURSIVE ESTIMATION AND CONTROL IN FINITE MARKOV-CHAINS

[1] BORKAR V, 1980, IEEE T AUTOMAT CONT, V24, P953

[2] Cox D., 1965, THEORY STOCHASTIC PR, DOI 10.1201/9780203719152

[3] DENARDO EV, 1973, MATH PROGRAMMING

[4] Derman C., 1970, FINITE STATE MARKOVI

[5] STRONG CONSISTENCY OF A MODIFIED MAXIMUM-LIKELIHOOD ESTIMATOR FOR CONTROLLED MARKOV-CHAINS [J]. JOURNAL OF APPLIED PROBABILITY, 1980, 17 (03) : 726 - 734

[6] Durand E, 1961, SOLUTIONS NUMERIQUES, VII

[7] Flerov Y. A., 1972, Journal of Cybernetics, V2, P112, DOI 10.1080/01969727208542916

[8] Howard R, 1962, DYNAMIC PROGRAMMING

[9] LYUBCHIK LM, 1974, AUTOMAT REM CONTR+, V35, P777

[10] Mandl P., 1974, Advances in Applied Probability, V6, P40, DOI 10.2307/1426206

[1] BORKAR V, 1980, IEEE T AUTOMAT CONT, V24, P953

[2] Cox D., 1965, THEORY STOCHASTIC PR, DOI 10.1201/9780203719152

[3] DENARDO EV, 1973, MATH PROGRAMMING

[4] Derman C., 1970, FINITE STATE MARKOVI

[5] STRONG CONSISTENCY OF A MODIFIED MAXIMUM-LIKELIHOOD ESTIMATOR FOR CONTROLLED MARKOV-CHAINS [J]. JOURNAL OF APPLIED PROBABILITY, 1980, 17 (03) : 726 - 734

[6] Durand E, 1961, SOLUTIONS NUMERIQUES, VII

[7] Flerov Y. A., 1972, Journal of Cybernetics, V2, P112, DOI 10.1080/01969727208542916

[8] Howard R, 1962, DYNAMIC PROGRAMMING

[9] LYUBCHIK LM, 1974, AUTOMAT REM CONTR+, V35, P777

[10] Mandl P., 1974, Advances in Applied Probability, V6, P40, DOI 10.2307/1426206