Ebook: Stochastic Theory and Adaptive Control: Proceedings of a Workshop held in Lawrence, Kansas, September 26 – 28, 1991

This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.

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This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.

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This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.
Content:
Front Matter....Pages -
Stochastic analysis of vaccination strategies....Pages 1-11
Self-organizing behavior in a simple controlled dynamical system....Pages 12-25
Consistent estimation of the order of Hidden Markov Chains....Pages 26-39
Adaptive control of partially observed linear systems, the scalar case....Pages 40-52
System and control theory perspectives of the IMAGE greenhouse model....Pages 53-68
Identification of linear systems using rational approximation techniques....Pages 69-82
Recent results in stochastic adaptive control: Non-explosion, ?-consistency and stability....Pages 83-92
Stochastic adaptive control....Pages 93-120
Adaptive control of admissions and routing in an ATM network....Pages 121-126
Identification of linear systems....Pages 127-141
Finite dimensional filters related to Markov chains....Pages 142-160
Adaptive control of a partially observed controlled Markov chain....Pages 161-171
Structured solutions for stochastic control problems....Pages 172-184
Risk sensitive optimal control and differential games....Pages 185-197
Fixed gain estimation and tracking....Pages 198-209
Optimal control of switching diffusions modelling a flexible manufacturing system....Pages 210-224
Stochastic stability analysis of nonlinear gated radar range trackers....Pages 225-239
Optimal control and replacement with state-dependent failure rate....Pages 240-247
Partially observed control of Markov processes....Pages 248-255
Asymptotically optimal policies for controlled queues in heavy traffic....Pages 256-269
Certainty equivalence with uncertainty adjustments in stochastic adaptive control....Pages 270-284
Uniform convergence of the solutions to Riccati Equations arising in boundary/point control problems....Pages 285-305
A (simple) perspective on adaptation and performance of adaptation mechanisms....Pages 306-320
Discounted estimation and discretization in adaptive control....Pages 321-329
Model reference adaptive control of linear stochastic systems....Pages 330-345
Extended least squares based adaptive control: Robustness analysis....Pages 346-360
On robust spectrum assignability: There are limits to pole placement theorem for systems with infinitesimal perturbations....Pages 361-365
Adaptive control and self-stabilization....Pages 366-382
The convergence of self-tuning feedback control for linear stochastic systems....Pages 383-397
Some aspects of robustness in stochastic and adaptive control....Pages 398-410
Cumulant minimization and robust control....Pages 411-425
Hierarchical investment and production decisions in stochastic manufacturing systems....Pages 426-435
Guaranteed performance regions for multi-user Markov models....Pages 436-450
Stability of slowly time-varying linear systems....Pages 451-456
On adaptive control of a singularly perturbed diffusion model....Pages 457-471
Recent results of finite dimensional estimation algebras....Pages 472-479
Asymptotic optimal rate of convergence for an adaptive estimation procedure....Pages 480-489
Controlled diffusions with rapidly oscillating unknown parameter processes....Pages 490-500

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This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.
Content:
Front Matter....Pages -
Stochastic analysis of vaccination strategies....Pages 1-11
Self-organizing behavior in a simple controlled dynamical system....Pages 12-25
Consistent estimation of the order of Hidden Markov Chains....Pages 26-39
Adaptive control of partially observed linear systems, the scalar case....Pages 40-52
System and control theory perspectives of the IMAGE greenhouse model....Pages 53-68
Identification of linear systems using rational approximation techniques....Pages 69-82
Recent results in stochastic adaptive control: Non-explosion, ?-consistency and stability....Pages 83-92
Stochastic adaptive control....Pages 93-120
Adaptive control of admissions and routing in an ATM network....Pages 121-126
Identification of linear systems....Pages 127-141
Finite dimensional filters related to Markov chains....Pages 142-160
Adaptive control of a partially observed controlled Markov chain....Pages 161-171
Structured solutions for stochastic control problems....Pages 172-184
Risk sensitive optimal control and differential games....Pages 185-197
Fixed gain estimation and tracking....Pages 198-209
Optimal control of switching diffusions modelling a flexible manufacturing system....Pages 210-224
Stochastic stability analysis of nonlinear gated radar range trackers....Pages 225-239
Optimal control and replacement with state-dependent failure rate....Pages 240-247
Partially observed control of Markov processes....Pages 248-255
Asymptotically optimal policies for controlled queues in heavy traffic....Pages 256-269
Certainty equivalence with uncertainty adjustments in stochastic adaptive control....Pages 270-284
Uniform convergence of the solutions to Riccati Equations arising in boundary/point control problems....Pages 285-305
A (simple) perspective on adaptation and performance of adaptation mechanisms....Pages 306-320
Discounted estimation and discretization in adaptive control....Pages 321-329
Model reference adaptive control of linear stochastic systems....Pages 330-345
Extended least squares based adaptive control: Robustness analysis....Pages 346-360
On robust spectrum assignability: There are limits to pole placement theorem for systems with infinitesimal perturbations....Pages 361-365
Adaptive control and self-stabilization....Pages 366-382
The convergence of self-tuning feedback control for linear stochastic systems....Pages 383-397
Some aspects of robustness in stochastic and adaptive control....Pages 398-410
Cumulant minimization and robust control....Pages 411-425
Hierarchical investment and production decisions in stochastic manufacturing systems....Pages 426-435
Guaranteed performance regions for multi-user Markov models....Pages 436-450
Stability of slowly time-varying linear systems....Pages 451-456
On adaptive control of a singularly perturbed diffusion model....Pages 457-471
Recent results of finite dimensional estimation algebras....Pages 472-479
Asymptotic optimal rate of convergence for an adaptive estimation procedure....Pages 480-489
Controlled diffusions with rapidly oscillating unknown parameter processes....Pages 490-500
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