Self-tuning control of diffusions without the identifiability condition

DOI10.1007/BF00939938zbMath0697.93036OpenAlexW2055441457MaRDI QIDQ912052

Vivek S. Borkar

Publication date: 1991

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939938

zbMATH Keywords

self-tuning schemeidentifiability conditionKumar-Becker-Lin scheme

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Almost self-optimizing strategies for the adaptive control of diffusion processes ⋮ On the ergodic and the adaptive control of stochastic differential delay systems ⋮ Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy

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• Parameter estimation in continuous-time stochastic processes
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems

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