Ergodic and adaptive control of nearest-neighbor motions

Borkar, Vivek S. ; Ghosh, Mrinal K. (1991) Ergodic and adaptive control of nearest-neighbor motions Mathematics of Control, Signals, and Systems (MCSS), 4 (1). pp. 81-98. ISSN 0932-4194

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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.

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:Adaptive Control; Ergodic Cost; Self-Tuning Control; Asymptotic Optimality; Controlled Markov Chains
ID Code:81427
Deposited On:06 Feb 2012 04:36
Last Modified:10 Jul 2012 06:00

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