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Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials

100%

Duncan T. E.

Banach Center Publications

1995

tom 32

nr 1

183-197

Adaptive control of discrete time Markov processes by the large deviations method

51%

Duncan T. E., Pasik-Duncan B., Stettner Ł.

Applicationes Mathematicae

2000

tom 27

nr 3

265-285

Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal control after a finite time is almost optimal with probability nearly 1.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Banach Center Publications

2 Duncan T. E.

1 Pasik-Duncan B.

1 Stettner Ł.

1 2000

1 1995

Wyniki wyszukiwania

Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials

Adaptive control of discrete time Markov processes by the large deviations method