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Selecting the best stable stochastic system

An iterative algorithm is proposed for selecting the best system among a finite number of stable stochastic systems on the basis of a certain performance index. It is assumed that the stochastic processes which are associated with these systems are regenerative processes, whose characteristics are a priori unknown and can be evaluated only by simulating their regeneration cycles. As an example of such a system a Markovian decision process is considered
Year of publication:
1980
Authors: Rubinstein, Y.
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 10.1980, 1, p. 75-85
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008874821
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