Skip to main content
Log in

Sequential identification and adaptive control in stochastic systems

  • Systems Analysis
  • Published:
Cybernetics and Systems Analysis Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. R. Bellman, Dynamic Programming [in Russian], IL, Moscow (1960).

    Google Scholar 

  2. D. Blackwell, “Discrete dynamic programming,” Ann. Math. Stat.,33, 712–726 (1962).

    Google Scholar 

  3. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes [in Russian], Nauka, Moscow (1975).

    Google Scholar 

  4. H. Mine and S. Osaki, Markovian Decision Processes, Elsevier, New York (1970).

    Google Scholar 

  5. D. Bertsekas and S. Shreve, Stochastic Optimal Control: The Discrete Time Case, Academic Press, New York (1978).

    Google Scholar 

  6. R. A. Howard, Dynamic Programming and Markov Processes, MIT Press, Cambridge, MA (1960).

    Google Scholar 

  7. V. V. Baranov, “Optimization methods of successive approximations in Markov decision processes,” Kibernetika, No. 4, 103–111 (1985).

    Google Scholar 

  8. V. V. Baranov, “Computational methods of optimal stochastic control. Optimality principle and optimization scheme for successive approximations,” Zh. Vychisl. Mat. Mat. Fiz., No. 5, 663–680 (1991).

    Google Scholar 

  9. G. Hubner, “A unified approach to adaptive control of average reward Markov decision processes,” OR Spectrum,10, 161–166 (1988).

    Google Scholar 

  10. V. V. Baranov, “On recursive adaptive control algorithms in stochastic systems,” Kibernetika, No. 6, 88–94 (1981).

    Google Scholar 

  11. J. Kemeny and J. Snell, Finite Markov Chains, Van Nostrand, Princeton, NJ (1967).

    Google Scholar 

Download references

Authors

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 100–120, November–December, 1992.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Baranov, V.V. Sequential identification and adaptive control in stochastic systems. Cybern Syst Anal 28, 890–904 (1992). https://doi.org/10.1007/BF01291293

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01291293

Keywords

Navigation