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Ergodic and adaptive control of nearest-neighbor motions

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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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
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
URI: http://eprints.iisc.ernet.in/id/eprint/11275

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