• DocumentCode
    307192
  • Title

    Adaptive control of discrete time Markov processes by the method of large deviations

  • Author

    Duncan, T.E. ; Pasik-Duncan, B. ; Stettner, L.

  • Author_Institution
    Dept. of Math., Kansas Univ., Lawrence, KS, USA
  • Volume
    1
  • fYear
    1996
  • fDate
    11-13 Dec 1996
  • Firstpage
    360
  • Abstract
    Adaptive control strategies for discrete time Markov processes are constructed using the uniform, large deviations of empirical distributions. The adaptive procedure is based on the construction of a finite set of continuous nearly optimal control functions, and implies that in a finite time interval a control function exists that is almost optimal with probability close to 1
  • Keywords
    Markov processes; adaptive control; discrete time systems; minimisation; optimal control; parameter estimation; probability; adaptive control; continuous nearly optimal control functions; discrete time Markov processes; empirical distributions; finite time interval; uniform large deviations; Adaptive control; Extraterrestrial measurements; Marketing management; Markov processes; Mathematics; Optimal control; Process control; Programmable control; Random variables; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
  • Conference_Location
    Kobe
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-3590-2
  • Type

    conf

  • DOI
    10.1109/CDC.1996.574335
  • Filename
    574335
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=307192