Publication:4542146
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zbMath1030.93062MaRDI QIDQ4542146
Tyrone E. Duncan, Łukasz Stettner, Bozenna Pasik-Duncan
Publication date: 23 February 2004
adaptive control; ergodic control; large deviations; maximum likelihood estimates; discrete-time Markov processes; infinite horizon risk sensitive cost; observation of the cost; optimal adapted control
60J05: Discrete-time Markov processes on general state spaces
93C40: Adaptive control/observation systems
93E12: Identification in stochastic control theory
93E20: Optimal stochastic control
93E35: Stochastic learning and adaptive control
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