Self-tuning control of diffusions without the identifiability condition

DOI10.1007/BF00939938zbMath0697.93036MaRDI QIDQ912052

Vivek S. Borkar

Publication date: 1991

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

zbMATH Keywords

self-tuning scheme; identifiability condition; Kumar-Becker-Lin scheme

Mathematics Subject Classification ID

93C20: Control/observation systems governed by partial differential equations

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

Related Items

Almost self-optimizing strategies for the adaptive control of diffusion processes, On the ergodic and the adaptive control of stochastic differential delay systems

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