Ergodic control of multidimensional diffusions. II: Adaptive control

DOI10.1007/BF01445163zbMath0691.93027OpenAlexW1994625434MaRDI QIDQ583162

Mrinal K. Ghosh, Vivek S. Borkar

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf01445163

zbMATH Keywords

adaptive controlmaximum likelihood estimationdiffusion processAsymptotic optimalitylong-run average cost criterionself-tuning scheme

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

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