Title :
Adaptive control of discrete time Markov processes by the method of large deviations
Author :
Duncan, T.E. ; Pasik-Duncan, B. ; Stettner, L.
Author_Institution :
Dept. of Math., Kansas Univ., Lawrence, KS, USA
Abstract :
Adaptive control strategies for discrete time Markov processes are constructed using the uniform, large deviations of empirical distributions. The adaptive procedure is based on the construction of a finite set of continuous nearly optimal control functions, and implies that in a finite time interval a control function exists that is almost optimal with probability close to 1
Keywords :
Markov processes; adaptive control; discrete time systems; minimisation; optimal control; parameter estimation; probability; adaptive control; continuous nearly optimal control functions; discrete time Markov processes; empirical distributions; finite time interval; uniform large deviations; Adaptive control; Extraterrestrial measurements; Marketing management; Markov processes; Mathematics; Optimal control; Process control; Programmable control; Random variables; State estimation;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574335
