A Survey of Some Results in Stochastic Adaptive Control Academic Article uri icon


  • Some results in discrete-time stochastic adaptive control are surveyed. The survey is divided into two parts - Bayesian and non-Bayesian adaptive control. In the former area, the problems of converting an incompletely observed system into a completely observed one, multi-armed bandit processes, Bayesian adaptive control of Markov chains and Bayesian adpative control of linear systems are exposed and surveyed. In the latter area, non-Bayesian adaptive control of Markov chains and the self-tuning regulator are dealt with. Proofs are given, where appropriate, to illustrate the methods involved.

published proceedings

  • SIAM Journal on Control and Optimization

altmetric score

  • 3

author list (cited authors)

  • Kumar, P. R.

citation count

  • 163

complete list of authors

  • Kumar, PR

publication date

  • May 1985