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

maximum likelihood estimatorFeller-Markov processadaptive impulse controlsdiscrete-time impulsive controllong run average cost criterionmartingale stability

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35) Discrete-time Markov processes on general state spaces (60J05) 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)

Recommendations

• On impulsive control with long run average cost criterion
• Impulsive and continuously acting control of jump processes-time discretization
• scientific article; zbMATH DE number 4161536
• Publication:5752439
• Bayesian adaptive control of discrete-time Markov processes with long-run average cost

Cites work

• scientific article; zbMATH DE number 3599198 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A Survey of Some Results in Stochastic Adaptive Control
• 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

(6)

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

This page was built for publication: Discrete time adaptive impulsive control theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1821082)