Kumar, P. R. A survey of some results in stochastic adaptive control. (English) Zbl 0571.93038 SIAM J. Control Optimization 23, 329-380 (1985). Some results in discrete-time stochastic adaptive control are surveyed. The survey divides itself 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 adaptive 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. Cited in 1 ReviewCited in 40 Documents MSC: 93C40 Adaptive control/observation systems 93C55 Discrete-time control/observation systems 93E20 Optimal stochastic control 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory 62A01 Foundations and philosophical topics in statistics Keywords:discrete-time stochastic adaptive control; survey; Bayesian and non- Bayesian adaptive control PDF BibTeX XML Cite \textit{P. R. Kumar}, SIAM J. Control Optim. 23, 329--380 (1985; Zbl 0571.93038) Full Text: DOI OpenURL