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Stochastic Theory and Adaptive Control pp 457–471Cite as

On adaptive control of a singularly perturbed diffusion model

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 184))

Abstract

In the paper a control of a singularly perturbed diffusion with unknown parameter in the drift term of the equation for slow variable, is studied. It is assumed, that the perturbation parameter which is small, and also unknown. An adaptive procedure that guarantees nearly optimal value of the long run average cost functional is constructed. As an intermediate result some new facts concerning the ergodic control of singularly perturbed diffusion are shown.

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Authors and Affiliations

  1. Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950, Warsaw, Poland

    L. Stettner

Authors
  1. L. Stettner
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T. E. Duncan B. Pasik-Duncan

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© 1992 Springer-Verlag

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Stettner, L. (1992). On adaptive control of a singularly perturbed diffusion model. In: Duncan, T.E., Pasik-Duncan, B. (eds) Stochastic Theory and Adaptive Control. Lecture Notes in Control and Information Sciences, vol 184. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0113261

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  • DOI: https://doi.org/10.1007/BFb0113261

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55962-7

  • Online ISBN: 978-3-540-47327-5

  • eBook Packages: Springer Book Archive

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