On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model

DOI10.1007/BF01195980MaRDI QIDQ2366093zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 29 June 1993

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01195980

zbMATH Keywords

biased maximum likelihood estimatordiscrete-time uniformly ergodic systemself-optimizing strategies

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Recommendations

• Almost self-optimizing strategies for the adaptive control of diffusion processes
• scientific article; zbMATH DE number 9755
• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Discrete time adaptive impulsive control theory

Cites work

• A new family of optimal adaptive controllers for Markov chains
• Adaptive Markov control processes
• scientific article; zbMATH DE number 3126887 (Why is no real title available?)
• Parameter estimation in continuous-time stochastic processes
• The Kumar-Becker-Lin scheme revisited

Cited in

(5)

• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Almost self-optimizing strategies for the adaptive control of diffusion processes
• On the ergodic and the adaptive control of stochastic differential delay systems
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• Adaptive service rate control of an M/M/1 queue with server breakdowns

This page was built for publication: On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2366093)