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