Certainty equivalence control with forcing: Revisited

DOI10.1016/0167-6911(89)90107-2zbMath0688.93056OpenAlexW2176568029MaRDI QIDQ1264127

Demosthenis Teneketzis, Rajeev Agrawal

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/27664

zbMATH Keywords

Certainty equivalence control with forcinglearning lossstochastic adaptive control problems

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space
• Asymptotically efficient adaptive allocation rules for the multiarmed bandit problem with switching cost
• Some aspects of the sequential design of experiments

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