Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems

DOI10.1137/0329059zbMath0746.93078OpenAlexW2047794510MaRDI QIDQ3978273

Zhiliang Ying, Tze Leung Lai

Publication date: 25 June 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0329059

zbMATH Keywords

stochastic adaptive controlrecursive maximum likelihoodrecursive identification algorithmself- optimizing inputs

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic approximation (62L20)

Related Items (4)

On adaptive linear-quadratic regulators ⋮ Stochastic approximation ⋮ A conversation with Tze Leung Lai ⋮ Stochastic approximation: from statistical origin to big-data, multidisciplinary applications

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