| Preface |
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vii | |
| Editor's Note |
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xi | |
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Basic Notions and Definitions |
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1 | (32) |
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Random Processes and Systems of Probability Distributions |
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1 | (4) |
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Controlled Random Processes |
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5 | (14) |
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Definition of Adaptive Control |
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19 | (6) |
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25 | (4) |
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Bayesian Approach on a Finite Interval |
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29 | (4) |
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Real-Valued HPIV with Finite Number of Controls: Automation Approach |
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33 | (44) |
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Formulation of the Problem |
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33 | (3) |
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Optimal Properties of Finite Automata |
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36 | (13) |
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Automata with Increasing Memory |
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49 | (6) |
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δω-Automata and Their Modifications |
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55 | (13) |
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Automata with Formed Structure |
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68 | (4) |
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Asymptotic Optimality of Automata with Variable Structure |
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72 | (5) |
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77 | (20) |
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Formulation of the Problem |
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77 | (4) |
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Convergence Conditions of Stochastic Approximation Procedures |
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81 | (5) |
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Survey of Asymptotic Properties of Stochastic Approximation Methods for HPIV |
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86 | (3) |
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Calculation of the Conditional Extremum |
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89 | (8) |
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97 | (26) |
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Games with Consistent Interests |
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97 | (5) |
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Some Remarks on Minimax Control of Vector HPIV |
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102 | (2) |
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Recurrent Procedure of Searching Equilibrium Strategies in a Multi-person Game |
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104 | (4) |
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108 | (15) |
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Controlled Finite Homogeneous Markov Chains |
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123 | (50) |
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123 | (2) |
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Structure of Finite Homogeneous Controlled Markov Chains |
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125 | (8) |
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Unconditional Optimal Adaptive Control for Finite Markov Chains |
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133 | (3) |
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The First Control Algorithm for a Class of Markov Chains (identificational) |
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136 | (3) |
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The Second Control Algorithm for a Class of Markov Chains (automata) |
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139 | (3) |
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The Third Control Algorithm for a Class of Markov Chains (stochastic approximation) |
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142 | (12) |
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Adaptive Optimization with Constraints on Markov Chains |
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154 | (7) |
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Minimax Adaptive Problems on Finite Markov Chains |
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161 | (6) |
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Controlled Graphs with Rewards |
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167 | (6) |
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Control of Partially Observable Markov Chains and Regenerative Processes |
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173 | (30) |
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173 | (1) |
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Control of Conditional Markov Chains |
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174 | (7) |
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Optimal Adaptive Control of Partially Observable Markov Chains and Graphs |
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181 | (3) |
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Control of Regenerative Processes |
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184 | (2) |
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Structure of ε-optimal Strategies for Controlled Regenerative Processes |
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186 | (10) |
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Adaptive Strategies for Controlled Regenerative Processes |
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196 | (7) |
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Control of Markov Processes with Discrete Time and Semi-Markov Processes |
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203 | (48) |
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203 | (8) |
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Optimal Automaton Control for Markov Processes with A Compact State Space and A Finite Control Set |
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211 | (4) |
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Searching Optimal Strategies for Ergodic Markov Processes with Compact Spaces of States and Controls |
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215 | (6) |
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Control of Finite Semi-Markov Processes |
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221 | (4) |
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Control of Countably Valued Semi-Markov Processes |
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225 | (12) |
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Optimal Control of Special Classes of Markov Processes with Discrete Time |
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237 | (14) |
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Control of Stationary Processes |
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251 | (16) |
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Formulation of the Problem |
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251 | (1) |
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Some Properties of Stationary Processes |
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252 | (2) |
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Auxiliary Results for CSP |
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254 | (8) |
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Adaptive Strategies for CSP |
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262 | (5) |
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Finite-Converging Procedures for Control Problems with Inequalities |
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267 | (20) |
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Formulation of the Problem |
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267 | (2) |
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Finite-converging Procedures of Solving A Countable System of Inequalities |
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269 | (4) |
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Sufficient Conditions for Existence of FCP |
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273 | (3) |
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Stabilization of Solutions of Linear Difference Equations: Part I |
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276 | (5) |
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Stabilization of Solutions of Linear Difference Equations: Part II |
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281 | (6) |
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Control of Linear Difference Equations |
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287 | (72) |
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287 | (10) |
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Control of Homogeneous Equations xt+1 = Axt + But |
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297 | (5) |
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Optimal Tracking Problem for ARMAX |
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302 | (8) |
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Optimal Tracking and Consistency of Estimates for ARMAX |
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310 | (10) |
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320 | (8) |
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On Strong Consistency of LSE and SGE of Parameters |
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328 | (11) |
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Linear-Quadratic Problem (LQP) |
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339 | (13) |
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LQP for ARMAX-type Equations |
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352 | (7) |
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Control of Ordinary Differential Equations |
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359 | (62) |
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359 | (6) |
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Control of Homogeneous Equations |
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365 | (5) |
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Control with A Model Reference |
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370 | (11) |
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381 | (6) |
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Stabilization of Solutions of Minimum Phase Equations |
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387 | (8) |
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Stabilization of Minimum Phase Equations with Nonlinearities |
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395 | (2) |
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Stabilization of Linear Minimum Phase Equations in Hilbert Space |
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397 | (7) |
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Control of Stabilizable Equations |
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404 | (9) |
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Two Special Problems of Adaptive Control |
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413 | (8) |
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Control of Stochastic Differential Equations |
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421 | (24) |
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421 | (9) |
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Stabilization of Solutions of Minimum Phase Ito Equations |
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430 | (9) |
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Identification Methods for Ito Equations |
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439 | (2) |
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LQP for Stochastic Ito Equations |
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441 | (4) |
| Comments and Supplements |
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445 | (14) |
| General References |
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459 | (2) |
| Special References |
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461 | (8) |
| Additional References |
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469 | (2) |
| Index |
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471 | |
Lisainfo e-raamatute kohta