Almost self-optimizing strategies for the adaptive control of diffusion processes

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

Engineering, Business Economics, Stochastic Processes +10

Perturbation methods in optimal control

Mathematics and Computers in Simulation · 1988 · 268 citations

Natural Sciences, Mathematics, Dynamical Systems +12

A new family of optimal adaptive controllers for Markov chains

P. Rajesh Kumar, Arthur H. Becker · IEEE Transactions on Automatic Control · 1982 · 78 citations

Engineering, Computer Science, Systems Engineering +14

Ergodic Control of Multidimensional Diffusions I: The Existence Results

Vivek S. Borkar, Mrinal K. Ghosh · SIAM Journal on Control and Optimization · 1988 · 54 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +16

Parameter estimation in continuous-time stochastic processes

Vivek S. Borkar, Arunabha Bagchi · Stochastics · 1982 · 50 citations

Engineering, Industrial Engineering, Stochastic Modeling +15