On exponentially discounted adaptive control
Kybernetika, Tome 26 (1990) no. 5, pp. 361-372 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 93C05, 93E05, 93E10, 93E35
@article{KYB_1990_26_5_a0,
     author = {Duncan, Tyrone E. and Mandl, Petr and Pasik-Duncan, Bo\.zenna},
     title = {On exponentially discounted adaptive control},
     journal = {Kybernetika},
     pages = {361--372},
     year = {1990},
     volume = {26},
     number = {5},
     mrnumber = {1079675},
     zbl = {0714.93046},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1990_26_5_a0/}
}
TY  - JOUR
AU  - Duncan, Tyrone E.
AU  - Mandl, Petr
AU  - Pasik-Duncan, Bożenna
TI  - On exponentially discounted adaptive control
JO  - Kybernetika
PY  - 1990
SP  - 361
EP  - 372
VL  - 26
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/KYB_1990_26_5_a0/
LA  - en
ID  - KYB_1990_26_5_a0
ER  - 
%0 Journal Article
%A Duncan, Tyrone E.
%A Mandl, Petr
%A Pasik-Duncan, Bożenna
%T On exponentially discounted adaptive control
%J Kybernetika
%D 1990
%P 361-372
%V 26
%N 5
%U http://geodesic.mathdoc.fr/item/KYB_1990_26_5_a0/
%G en
%F KYB_1990_26_5_a0
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna. On exponentially discounted adaptive control. Kybernetika, Tome 26 (1990) no. 5, pp. 361-372. http://geodesic.mathdoc.fr/item/KYB_1990_26_5_a0/

[1] A. Aloneftis: Stochastic Adaptive Control. (Lecture Notes in Control and Information Sciences 98.) Springer-Verlag, Berlin -Heidelberg-New York 1987. | MR | Zbl

[2] K. J. Åström, B. Wittenmark: Adaptive Control. Addison-Wesley, Reading 1989.

[3] T. E. Duncan, B. Pasik-Duncan: Adaptive control of continuous time linear stochastic systems. Mathematics of Control, Signals and Systems (to appear). | MR | Zbl

[4] R. Z. Has'minskii: Stochastic Stability of Differential Equations (translation from Russian). Sigthoff and Noordhoff, Alphen aan den Rijn 1980. | MR

[5] M. Laušmanová: A vanishing discount limit theorem for controlled Markov chains. Kybernetika 25 (1989), 5, 366-374. | MR

[6] P. Mandl T. E. Duncan, B. Pasik-Duncan: On the consistency of a least squares identification procedure. Kybernetika 24 (1988), 5, 340-346. | MR

[7] B. Maslowski: An application of 1-condition in the theory or stochastic differential equations. Casopis pro pest. mat. 112(1987), 3, 296-307. | MR