Penalty function and adaptive control of
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K. Najim; A. S. Poznyak
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Article
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1998
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John Wiley and Sons
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English
โ 161 KB
๐ 2 views
In this paper we consider the adaptive control of constrained finite ergodic controller Markov chains whose transition probabilities are unknown. The control policy is designed to achieve the minimization of a loss function under a set of inequality constraints. The average values of conditional mat