Self-tuning control of diffusions without the identifiability condition-Reference-Cited by-同舟云学术

Self-tuning control of diffusions without the identifiability condition

Published:1991-01 Issue:1 Volume:68 Page:117-138
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Borkar V. S.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF00939938.pdf

Reference17 articles.

1. Mandl, P.,Self-Optimizing Control of Markov Processes and Markov Potential Theory. Proceedings of the International Congress of Mathematicians, Warsaw, Poland, Vol. 2, pp. 1097?1105, 1983.

2. Borkar, V. S., andGhosh, M. K.,Ergodic Control of Multidimensional Diffusions, II: Adaptive Control, Applied Mathematics and Optimization, Vol. 21, pp. 191?220, 1990.

3. Borkar, V. S., andVaraiya, P. P.,Adaptive Control of Markov Chains I: Finite Parameter Set, IEEE Transactions on Automatic Control, Vol. AC-24, pp. 953?957, 1979.

4. Borkar, V. S.,The Kumar-Becker-Lin Scheme Revisited, Journal of Optimization Theory and Applications, Vol. 66, pp. 289?309, 1990.

5. Borkar, V. S., andVaraiya, P. P.,Identification and Adoptive Control of Markov Chains, SIAM Journal on Control and Optimization, Vol. 20, pp. 470?489, 1982.

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