Policy gradient stochastic approximation algorithms for adaptive control of constrained time varying Markov decision processes

Felisa J. Vázquez-Abad, Vikram Krishnamurthy. Policy gradient stochastic approximation algorithms for adaptive control of constrained time varying Markov decision processes. In 42nd IEEE Conference on Decision and Control, CDC 2003, Maui, Hawaii, USA, December 9-12, 2003. pages 2823-2828, IEEE, 2003. [doi]

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