Borkar, Vivek S 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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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|
|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:||17 Jan 2012 05:55|
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