文档介绍：ADAPTATION AND LEARNING
IN A1;TOMATIC SYSTEMS
This is Volume 73 in
MATHEMATICS IN SCIENCE AND ENGINEERING
A series of monographs and textbooks
Edited by RICHARD BELLMAN, University of Southern California
plete list of the books in this series appears at the end of this volume.
ADAPTATION AND LEARNING
IN AUTOMATIC SYSTEMS
Ya. Z. Tsypkin
THE INSTlTUTE OF AUTOMATION AND TELEMECHANICS
MOSCOW, USSR
Translated by
Z. J. Nikolic
ESSO PRODUCTION PANY
HOUSTON, TEXAS
1971
ACADEMIC PRESS New York and London
First published in the Russian language under the title
Adaptatsia i obuchenie u avtomaticheskikh sistemakh
Nauka, Moscow, 1968.
COPYRIGHT0 1971, BY ACADEMICPRESS, INC.
ALL RIGHTS RESERVED
NO PART OF THIS BOOK MAY BE REPRODUCED IN ANY FORM, BY
PHOTOSTAT, MICROFILM, RETRIEVAL SYSTEM, OR ANY OTHER
MEANS, WITHOUT WRITTEN PERMISSION FROM THE PUBLISHERS.
ACADEMIC PRESS, INC.
I I1 Fifth Avenue, New York, New York 10003
United Kingdom Edition published by
ACADEMIC PRESS, INC. (LONDON) LTD.
Berkeley Square House, London WIX 6BA
LIBRARYOF CONGRESSCATALOG CARD NUMBER: 78-129017
AMS (MOS) 1970 SUBJECTCLASSIFICATION: 93-01,93C40
PRINTED IN THE UNITED STATES OF AMERICA
CONTENTS
Foreword xiii
Preface to the English Edition xv
Preface to the Russian Edition xvii
Introduction 1
Chapter 1. Problem of Optimality
Introduction 5
Criteria of Optimality 6
More about the Criteria of Optimality 7
Constraints 8
A Priori and Current Information 9
Deterministic and Stochastic Processes 10
The Ordinary and Adaptive Approaches 11
On Methods for Solving Optimization Problems 12
Conclusion 14
Comments 14
Bibliography 15
Chapter 2. Algorithmic Methods of Optimization
Introduction 17
Conditions of Optimality 17
Regular Iterative Method 18
V
vi Contents
Algorithms of Optimization 19
A Possible Generalization 21