Ergodic control of multidimensional diffusions, II: Adaptive control

This publication has 17 references indexed in Scilit:

• Ergodic Control of Multidimensional Diffusions I: The Existence Results
  SIAM Journal on Control and Optimization, 1988
• Estimation and control in discounted stochastic dynamic programming
  Stochastics, 1987
• A Survey of Some Results in Stochastic Adaptive Control
  SIAM Journal on Control and Optimization, 1985
• Optimal adaptive controllers for unknown Markov chains
  IEEE Transactions on Automatic Control, 1982
• Parameter estimation in continuous-time stochastic processes
  Stochastics, 1982
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
  Mathematics of the USSR-Sbornik, 1981
• Estimation and control in Markov chains
  Advances in Applied Probability, 1974
• On self tuning regulators
  Automatica, 1973
• Bounds for the fundamental solution of a parabolic equation
  Bulletin of the American Mathematical Society, 1967
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
  Theory of Probability and Its Applications, 1960