Monday July 25/8:00

MS6/Marina 6

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