Abstract
This paper considers both impulsive and adaptive control of discrete time Markov processes. The first part deals with impulsive control with a long run average cost criterion. Under suitable assumptions the optimal impulsive strategies are characterized. In the second part, based on the impulsive control results obtained earlier, the optimal adaptive controller is constructed. With the use of so-called modified maximum likelihood estimation, value consistency is obtained.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
