DocumentCode
3080071
Title
Adaptive control of stochastic systems with unknown noise distribution--Discounted reward criterion
Author
Hernandez-Lerma, Onesimo
Author_Institution
Centro de Investigaci??n del IPN, Mexico
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1908
Lastpage
1909
Abstract
We consider discrete-time stochastic control systems in which the disturbance process is a sequence of i.i.d. random elements with unknown distribution. We introduce three asymptotically optimal adaptive policies and for each of them we obtain almost surely uniform approximations.
Keywords
Adaptive control; Control systems; Extraterrestrial measurements; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267344
Filename
4049129
Link To Document