Stochastic averaging in continuous time and its applications to extremum seeking.

Shu-Jun Liu Miroslav Krstic

Published in: ACC (2010)

Keyphrases

markov processes
stochastic processes
optimal control problems
markov chain
stochastic process
stochastic models
optimal control
stochastic model
continuous time bayesian networks
state transition
similarity measure
search algorithm
state space
monte carlo
stochastic optimization
stochastic nature