DocumentCode
3080163
Title
On convergence of the cost under adaptive policies
Author
Shwartz, A.
Author_Institution
Israel Institute of Technology, Haifa, Iarael
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1931
Lastpage
1932
Abstract
We consider the adaptive control of stable Markov chains. For the average cost/unit time criterion, we give conditions for the convergence of the cost of an adaptive policy, to the cost of the "limit" policy. This method allows for the analysis of "probing controls", i.e. controls which improve identification, without worsening the cost.
Keywords
Adaptive control; Control systems; Convergence; Cost function; Q measurement; Stability; State-space methods; Tellurium;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267348
Filename
4049133
Link To Document