Ergodic control of multidimensional diffusions. II: Adaptive control
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Cites work
- A Survey of Some Results in Stochastic Adaptive Control
- A topology for Markov controls
- Bounds for the fundamental solution of a parabolic equation
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
- Estimation and control in discounted stochastic dynamic programming
- Estimation and control in Markov chains
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
- Existence results for optimal stochastic controls
- scientific article; zbMATH DE number 3744982 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 3895476 (Why is no real title available?)
- Identification and Adaptive Control of Markov Chains
- On self tuning regulators
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- On the Hamilton-Jacobi-Bellman equations
- Optimal adaptive controllers for unknown Markov chains
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- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
Cited in
(20)- Characterizations of overtaking optimality for controlled diffusion processes
- Controlled diffusions with constraints
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- On the ergodic and the adaptive control of stochastic differential delay systems
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
- scientific article; zbMATH DE number 440562 (Why is no real title available?)
- Adaptive control of diffusion processes with a discounted reward criterion
- Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- scientific article; zbMATH DE number 409876 (Why is no real title available?)
- Bayesian ergodic adaptive control of diffusion processes
- Bias and overtaking equilibria for zero-sum stochastic differential games
- The value function in ergodic control of diffusion processes with partial observations II
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- Blackwell Optimality for Controlled Diffusion Processes
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
- Optimal control of molecular dynamics using Markov state models
- A note on controlled diffusions with long finite horizon
- Self-tuning control of diffusions without the identifiability condition
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