✦ LIBER ✦

Adaptive control of continuous-time linear stochastic systems with discounted cost criterion

✍ Scribed by T. R. Bielecki

Publisher: Springer
Year: 1991
Tongue: English
Weight: 172 KB
Volume: 68
Category: Article
ISSN: 0022-3239
DOI: 10.1007/bf00941575

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic adaptive control for continuo

Stochastic adaptive control for continuous-time linear systems with quadratic cost

✍ H. F. Chen; T. E. Duncan; B. Pasik-Duncan 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 799 KB

Adaptive control of continuous time stoc

Adaptive control of continuous time stochastic systems

✍ T.E. Duncan; B. Pasik-Duncan 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 141 KB 👁 2 views

On stochastic adaptive control of contin

On stochastic adaptive control of continuous-time systems

✍ Bozenna Pasik-Duncan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 506 KB

Stochastic linear quadratic adaptive con

Stochastic linear quadratic adaptive control for continuous-time first-order systems

✍ A.J. Gao; B. Pasik-Duncan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Nonparametric adaptive control of discou

Nonparametric adaptive control of discounted stochastic systems with compact state space

✍ R. Cavazos-Cadena 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 796 KB

Limiting optimal discounted-cost control

Limiting optimal discounted-cost control of a class of time-varying stochastic systems

✍ Nadine Hilgert; Onésimo Hernández-Lerma 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 103 KB

We consider a class of time-varying R d -valued control models, and with possibly unbounded costs. The processes evolve according to the system equation xn+1 = Gn(xn; an) + n (n ∈ N), where { n} are i.i.d. random vectors and {Gn} a sequence of known functions converging to some function G∞. Under su