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Avtomatika i Telemekhanika, 1977, Issue 12, Pages 65–71 (Mi at7615)  
Adaptive Systems

On optimizing the control in stochastic discrete time systems by stochastic approximation

M. G. Teplitskii

Moscow
Full-text PDF (1197 kB)
Abstract: The paper discusses the problem of optimal control in stochastic systems with finite state and control spaces with rather general assumptions on the sequence of noises. Convergence, in a certain sense, of the proposed process stochastic approximation based solution is proven.

Received: 10.10.1976
Bibliographic databases:
Document Type: Article
UDC: 62-504
Language: Russian
Citation: M. G. Teplitskii, “On optimizing the control in stochastic discrete time systems by stochastic approximation”, Avtomat. i Telemekh., 1977, no. 12, 65–71; Autom. Remote Control, 38:12 (1978), 1797–1802
Citation in format AMSBIB
\Bibitem{Tep77}
\by M.~G.~Teplitskii
\paper On optimizing the control in stochastic discrete time systems by stochastic approximation
\jour Avtomat. i Telemekh.
\yr 1977
\issue 12
\pages 65--71
\mathnet{http://mi.mathnet.ru/at7615}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=688839}
\zmath{https://zbmath.org/?q=an:0414.93063}
\transl
\jour Autom. Remote Control
\yr 1978
\vol 38
\issue 12
\pages 1797--1802
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