Scheduled System Maintenance on May 29th, 2015:
IEEE Xplore will be upgraded between 11:00 AM and 10:00 PM EDT. During this time there may be intermittent impact on performance. We apologize for any inconvenience.
By Topic

Analysis of an adaptive control scheme for a partially observed controlled Markov chain

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Arapostathis, A. ; Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA ; Fernandez-Gaucherand, E. ; Marcus, S.I.

The authors present parameter estimation techniques based on the information available after actions that reset the state to a known value are taken. At these times, the (augmented) state process `regenerates,' its future evolution becoming independent of the past. Using the ordinary differential equation method, w.p.1 convergence of the parameter estimates to the true (unknown) parameter θ0 is demonstrated for two parameter estimation schemes of this type. Then, given any sequence of parameter estimates which is measurable with respect to the filtration generated by the observations and converges w.p.1 to θ0, the expected long-run average cost incurred by the certainty equivalent adaptive policy is the same as that incurred by the optimal stationary policy corresponding to the true parameter. The latter is obtained by a detailed analysis which uses the known parameters

Published in:

Decision and Control, 1990., Proceedings of the 29th IEEE Conference on

Date of Conference:

5-7 Dec 1990