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Avtomatika i Telemekhanika, 1982, Issue 2, Pages 75–85 (Mi at5437)  
Automated control systems

Adaptive control of a semi-markov process from incomplete data

V. A. Andriyanov, I. A. Kogan, S. G. Umnov

Saratov, Moscow
Full-text PDF (1415 kB)
Abstract: The paper is concerned with control of a semi-Markov process where the transient probabilities at time of steps and distributions of time of stay in each state are dependent on an unknown parameter. The control objective is to maximize the mean payoff per time unit. Estimates of the minimal contrast are conducive to design of adaptive control; asymptotic properties of estimates of an unknown parameter which are obtained in control are studied. Sufficient conditions are indicated under which adaptive control converges to the optimal one. The case of complete information is analyzed as a particular case.

Received: 15.09.1980
Bibliographic databases:
Document Type: Article
UDC: 62-506
Language: Russian
Citation: V. A. Andriyanov, I. A. Kogan, S. G. Umnov, “Adaptive control of a semi-markov process from incomplete data”, Avtomat. i Telemekh., 1982, no. 2, 75–85; Autom. Remote Control, 43:2 (1982), 197–206
Citation in format AMSBIB
\Bibitem{AndKogUmn82}
\by V.~A.~Andriyanov, I.~A.~Kogan, S.~G.~Umnov
\paper Adaptive control of a semi-markov process from incomplete data
\jour Avtomat. i Telemekh.
\yr 1982
\issue 2
\pages 75--85
\mathnet{http://mi.mathnet.ru/at5437}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=705817}
\zmath{https://zbmath.org/?q=an:0528.93062}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 2
\pages 197--206
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