Discrete time adaptive impulsive control theory

DOI10.1016/0304-4149(86)90035-9MaRDI QIDQ1821082zbMATH OpenOpenAlexFDO

Authors Łukasz Stettner

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90035-9

zbMATH Keywords

adaptive impulse controlsdiscrete-time impulsive controlFeller-Markov processlong run average cost criterionmartingale stabilitymaximum likelihood estimator

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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Cites work

• A Survey of Some Results in Stochastic Adaptive Control
• scientific article; zbMATH DE number 3599198 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On impulsive control with long run average cost criterion
• On the poisson equation and optimal stopping of ergodic markov processes
• Simultaneous identification and adaptive control of unknown systems over finite parameter sets

Cited in

(7)

• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• Discrete-time hybrid control in Borel spaces
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
• On some ergodic impulse control problems with constraint
• Ergodic impulse control with constraint: locally compact case
• Impulsive control theory

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