Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162)
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scientific article; zbMATH DE number 4132037
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| English | Ergodic control of multidimensional diffusions. II: Adaptive control |
scientific article; zbMATH DE number 4132037 |
Statements
Ergodic control of multidimensional diffusions. II: Adaptive control (English)
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1990
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self-tuning scheme
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adaptive control
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diffusion process
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long-run average cost criterion
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maximum likelihood estimation
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Asymptotic optimality
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0.88178950548172
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0.880226194858551
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0.8463753461837769
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0.846307098865509
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