IEEE - Institute of Electrical and Electronics Engineers, Inc. - A class of two-dimensional stochastic approximations and steering policies for Markov decision processes

Proceedings of 1992 31st IEEE Conference on Decision and Control

Author(s): Ma, D.-J. ; Makowski, A.M.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1992
Conference Location: Tucson, AZ, USA
Conference Date: 16 December 1992
ISBN (Paper): 0-7803-0872-7
DOI: 10.1109/CDC.1992.371017
Regular:

The authors consider a specific multidimensional stochastic approximation scheme of the Robbins-Monro type that naturally arises in the study of steering policies for Markov decision processes.... View More

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