Abstract
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the 18th IFAC World Congress |
| Editors | Sergio Bittani, Angelo Cedenese, Sandro Zampieri |
| Place of Publication | United Kingdom |
| Publisher | Elsevier |
| Pages | 12421 - 12426 |
| Number of pages | 6 |
| Volume | 18 |
| ISBN (Print) | 9783902661937 |
| DOIs | |
| Publication status | Published - 2011 |
| Event | International Federation of Automatic Control World Congress 2011 - Università Cattolica del Sacro Cuore, Milano, Italy Duration: 28 Aug 2011 → 2 Sep 2011 Conference number: 18th https://www.ifac2011.org/ |
Conference
| Conference | International Federation of Automatic Control World Congress 2011 |
|---|---|
| Abbreviated title | IFAC 2011 |
| Country | Italy |
| City | Milano |
| Period | 28/08/11 → 2/09/11 |
| Internet address |
Cite this
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Online mirror descent algorithm for controlled homogeneous finite Markov chains with unknown mean losses. / Nazin, Alexander; Miller, Boris.
Proceedings of the 18th IFAC World Congress. ed. / Sergio Bittani; Angelo Cedenese; Sandro Zampieri. Vol. 18 United Kingdom : Elsevier, 2011. p. 12421 - 12426.Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review
TY - GEN
T1 - Online mirror descent algorithm for controlled homogeneous finite Markov chains with unknown mean losses
AU - Nazin, Alexander
AU - Miller, Boris
PY - 2011
Y1 - 2011
N2 - We consider the adaptative stochastic problem for a system described by a controlled Markov Chain (CMC) with a finite number of states. The novelty of the approach consists in the adaptation technique for optimization of the system with unknown distribution of the cost function.
AB - We consider the adaptative stochastic problem for a system described by a controlled Markov Chain (CMC) with a finite number of states. The novelty of the approach consists in the adaptation technique for optimization of the system with unknown distribution of the cost function.
UR - http://www.ifac-papersonline.net/Detailed/51551.html
U2 - 10.3182/20110828-6-IT-1002.03450
DO - 10.3182/20110828-6-IT-1002.03450
M3 - Conference Paper
SN - 9783902661937
VL - 18
SP - 12421
EP - 12426
BT - Proceedings of the 18th IFAC World Congress
A2 - Bittani, Sergio
A2 - Cedenese, Angelo
A2 - Zampieri, Sandro
PB - Elsevier
CY - United Kingdom
ER -