Ergodic and adaptive control of nearest-neighbor motions

Borkar, Vivek S. ; Ghosh, Mrinal K. (1992) Ergodic and adaptive control of nearest-neighbor motions Mathematics of Control, Signals, and Systems, 5 (4). p. 453. ISSN 0932-4194

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Official URL: http://www.springerlink.com/content/u27237w184p177...

Related URL: http://dx.doi.org/10.1007/BF02134015

Abstract

The self-tuning approach to adaptive control is applied to a class of Markov chains called nearest-neighbor motions. These have a countable state space and move from any state to at most finitely many neighboring states. For compact parameter and control spaces, the almost-sure optimality of the self-tuner for an ergodic cost criterion is established under two sets of assumptions.

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ID Code:11975
Deposited On:10 Nov 2010 06:37
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