Title :
On convergence of the cost under adaptive policies
Author_Institution :
Israel Institute of Technology, Haifa, Iarael
Abstract :
We consider the adaptive control of stable Markov chains. For the average cost/unit time criterion, we give conditions for the convergence of the cost of an adaptive policy, to the cost of the "limit" policy. This method allows for the analysis of "probing controls", i.e. controls which improve identification, without worsening the cost.
Keywords :
Adaptive control; Control systems; Convergence; Cost function; Q measurement; Stability; State-space methods; Tellurium;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267348
