ASYMPTOTICALLY OPTIMAL STOCHASTIC APPROXIMATION PROCEDURE WITH CONTINUOUS TIME.

被引：0
|
作者：
Mustafaev, E.Kh.
Nevel'son, M.B.
机构：
来源：
Problems of information transmission | 1979年 / 15卷 / 03期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
SIGNAL PROCESSING
引用
收藏
页码：212 / 223
相关论文
共 50 条
  • [41] STOCHASTIC OPTIMAL CONTROL OF CONTINUOUS TIME SYSTEMS WITH UNKNOWN GAIN
    GORMAN, D
    ZABORSZKY, J
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 630 - +
  • [42] Automatic approximation using asymptotically optimal adaptive interpolation
    Leszek Plaskota
    Paweł Samoraj
    Numerical Algorithms, 2022, 89 : 277 - 302
  • [43] DISCRETE-TIME APPROXIMATION OF STOCHASTIC OPTIMAL CONTROL WITH PARTIAL OBSERVATION
    Li, Yunzhang
    Tan, Xiaolu
    Tang, Shanjian
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2024, 62 (01) : 326 - 350
  • [44] ASYMPTOTICALLY OPTIMAL SEQUENTIAL PROCEDURE FOR ESTIMATION OF LARGEST MEAN
    TONG, YL
    ANNALS OF STATISTICS, 1973, 1 (01): : 175 - 179
  • [45] A robust asymptotically optimal procedure in Bayes sequential estimation
    Hwang, LC
    STATISTICA SINICA, 1999, 9 (03) : 893 - 904
  • [46] Fully polynomial time (Σ, Π)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
    Halman, Nir
    Nannicini, Giacomo
    MATHEMATICAL PROGRAMMING, 2022, 195 (1-2) : 183 - 242
  • [47] Asymptotically Optimal Stochastic Motion Planning with Temporal Goals
    Luna, Ryan
    Lahijanian, Morteza
    Moll, Mark
    Kavraki, Lydia E.
    ALGORITHMIC FOUNDATIONS OF ROBOTICS XI, 2015, 107 : 335 - 352
  • [48] Efficient Approximation of Optimal Control for Continuous-Time Markov Games
    Fearnley, John
    Rabe, Markus
    Schewe, Sven
    Zhang, Lijun
    IARCS ANNUAL CONFERENCE ON FOUNDATIONS OF SOFTWARE TECHNOLOGY AND THEORETICAL COMPUTER SCIENCE (FSTTCS 2011), 2011, 13 : 399 - 410
  • [49] Efficient approximation of optimal control for continuous-time Markov games
    Fearnley, John
    Rabe, Markus N.
    Schewe, Sven
    Zhang, Lijun
    INFORMATION AND COMPUTATION, 2016, 247 : 106 - 129
  • [50] Optimal Hankel Norm Approximation for Continuous-Time Descriptor Systems
    Cao, X.
    Saltik, M. B.
    Weiland, S.
    2018 ANNUAL AMERICAN CONTROL CONFERENCE (ACC), 2018, : 6409 - 6414
12345