Ergodic and adaptive control of nearest-neighbor motions

Borkar, VS and Ghosh, Mrinal K (1991) Ergodic and adaptive control of nearest-neighbor motions. In: Mathematics of Control, Signals, and Systems, 5 (4). pp. 81-98.

PDF Ergodic_and_Adaptive.pdf - Published Version Restricted to Registered users only Download (35kB) | Request a copy

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.

Item Type:	Journal Article
Publication:	Mathematics of Control, Signals, and Systems
Publisher:	Springer-Verlag
Additional Information:	Copyright of this article belongs to Springer-Verlag.
Keywords:	Adaptive control;Ergodic cost;Self-tuning control;Asymptotic optimality;Controlled Markov chains
Department/Centre:	Division of Electrical Sciences > Electrical Engineering
Date Deposited:	27 Jun 2007
Last Modified:	28 Feb 2019 05:05
URI:	http://eprints.iisc.ac.in/id/eprint/11275

Actions (login required)

View Item