Monday July 25/8:00
Recent Advances in Stochastic Adaptive Control
Co-sponsored by SIAM Activity Group on Control and Systems Theory
Very recent advances in stochastic adaptive control are described in this minisymposium. Since a solution of an adaptive control problem includes the identification of the unknown system and its control, the strong consistency of a family of estimates of the unknown parameters is given and a certainty equivalence adaptive control for Markov chains and linear systems is constructed. A few very important and nice properties of this adaptive control are shown. Computational results will be presented and applications of stochastic adaptive control in queueing systems and financial economics will be discussed.
Organizer: Bozenna J. Pasik-Duncan
University of Kansas
- 8:00: Asymptotically Efficient Adaptive Control of Markov Chains.
Todd Graves and Tze Leung Lai, Stanford University
- 8:30: An Adaptive Controller Based on Learning Theory
P. R. Kumar, University of Illinois, Urbana
- 9:00: Numerical Differentiation and Parameter Estimation in Stochastic Systems.
T.E. Duncan, University of Kansas; P. Mandl, Charles University, Czech Republic; and Bozenna Pasik-Duncan, Organizer
- 9:30: Lagrangian Stochastic LQ Adaptation.
David Levanony and Peter E. Gaines, McGill University, Canada