On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
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Publication:2366093
DOI10.1007/BF01195980zbMath0769.93084MaRDI QIDQ2366093
Publication date: 29 June 1993
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
biased maximum likelihood estimator; discrete-time uniformly ergodic system; self-optimizing strategies
93C40: Adaptive control/observation systems
93E12: Identification in stochastic control theory
93E20: Optimal stochastic control
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