Stochastic Averaging in Continuous Time and Its Applications to Extremum Seeking.

Shu-Jun Liu Miroslav Krstic

Published in: IEEE Trans. Autom. Control. (2010)

Keyphrases

markov processes
optimal control problems
stochastic processes
markov chain
optimal control
monte carlo
state space
dynamical systems
stochastic process
markov process
stochastic model
probabilistic model
state transition
stochastic nature