Research in Adaptive and Decentralized Stochastic Control.

Abstract

Significant progress was made in a number of aspects of stochastic systems. The problem of adaptive control of priority assignment in queueing systems was solved. A distance-measures approach to the problem of approximation and identification of queueing systems was studied. A problem of adaptively controlling a discounted-reward finite-state Markov decision process was solved. Major new results were obtained for the problem of adaptive control with incomplete observations. In particular, the author studied in depth a problem of adaptive control with incomplete observations, in which the state is a finite state Markov process. In addition, earlier work on asymptotic approximations in non-linear filtering was completed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1986
Accession Number
ADA168752

Entities

People

  • Steven I Marcus

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Control
  • Control Systems
  • Differential Equations
  • Engineering
  • Equations
  • Filtration
  • Linear Filtering
  • Markov Chains
  • Markov Processes
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Security
  • Stochastic Control
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.