CONTENTS -- Preface -- Editor's Note -- 1. Basic Notions and Definitions -- 1.1. Random Processes and Systems of Probability Distributions -- 1.2. Controlled Random Processes -- 1.3. Definition of Adaptive Control -- 1.4. Learning Systems -- 1.5. Bayesian Approach on a Finite Interval -- 2. Real-Valued HPIV with Finite Number of Controls: Automaton Approach -- 2.1. Formulation of the Problem -- 2.2. Optimal Properties of Finite Automata -- 2.3. Automata with Increasing Memory -- 2.4. -Automata and Their Modifications -- 2.5. Automata with Formed Structure -- 2.6. Asymptotic Optimality of Automata with Variable Structure -- 3. Stochastic Approximation -- 3.1. Formulation of the Problem -- 3.2. Convergence Conditions of Stochastic Approximation Procedures -- 3.3. Survey of Asymptotic Properties of Stochastic Approximation Methods for HPIV -- 3.4. Calculation of the Conditional Extremum -- 4. Minimax Adaptive Control -- 4.1. Games with Consistent Interests -- 4.2. Some Remarks on Minimax Control of Vector HPIV -- 4.3. Recurrent Procedure of Searching Equilibrium Strategies in a Multi-person Game -- 4.4. Games of Automata -- 5. Controlled Finite Homogeneous Markov Chains -- 5.1. Preliminary Remarks -- 5.2. Structure of Finite Homogeneous Controlled Markov Chains -- 5.3. Unconditional Optimal Adaptive Control for Finite Markov Chains -- 5.4. The First Control Algorithm for a Class of Markov Chains (identificational) -- 5.5. The Second Control Algorithm for a Class of Markov Chains (automata) -- 5.6. The Third Control Algorithm for a Class of Markov Chains (stochastic approximation) -- 5.7. Adaptive Optimization with Constraints on Markov Chains -- 5.8. Minimax Adaptive Problems on Finite Markov Chains -- 5.9. Controlled Graphs with Rewards -- 6. Control of Partially Observable Markov Chains and Regenerative Processes -- 6.1. Preliminary Remarks.

6.2. Control of Conditional Markov Chains -- 6.3. Optimal Adaptive Control of Partially Observable Markov Chains and Graphs -- 6.4. Control of Regenerative Processes -- 6.5. Structure of -optimal Strategies for Controlled Regenerative Processes -- 6.6. Adaptive Strategies for Controlled Regenerative Processes -- 7. Control of Markov Processes with Discrete Time and Semi-Markov Processes -- 7.1. Preliminary Results -- 7.2. Optimal Automaton Control for Markov Processes with A Compact State Space and A Finite Control Set -- 7.3. Searching Optimal Strategies for Ergodic Markov Processes with Compact Spaces of States and Controls -- 7.4. Control of Finite Semi-Markov Processes -- 7.5. Control of Countably Valued Semi-Markov Processes -- 7.6. Optimal Control of Special Classes of Markov Processes with Discrete Time -- 8. Control of Stationary Processes -- 8.1. Formulation of the Problem -- 8.2. Some Properties of Stationary Processes -- 8.3. Auxiliary Results for CSP -- 8.4. Adaptive Strategies for CSP -- 9. Finite-Converging Procedures for Control Problems with Inequalities -- 9.1. Formulation of the Problem -- 9.2. Finite-converging Procedures of Solving A Countable System of Inequalities -- 9.3. Sufficient Conditions for Existence of FCP -- 9.4. Stabilization of Solutions of Linear Difference Equations: Part I -- 9.5. Stabilization of Solutions of Linear Difference Equations: Part II -- 10. Control of Linear Difference Equations -- 10.1. Auxiliary Results -- 10.2. Control of Homogeneous Equations xt+1 = Axt + But -- 10.3. Optimal Tracking Problem for ARMAX -- 10.4. Optimal Tracking and Consistency of Estimates for ARMAX -- 10.5. Adaptive Modal Control -- 10.6. On Strong Consistency of LSE and SGE of Parameters -- 10.7. Linear-Quadratic Problem (LQP) -- 10.8. LQP for ARMAX-type Equations -- 11. Control of Ordinary Differential Equations.

11.1. Preliminary Results -- 11.2. Control of Homogeneous Equations -- 11.3. Control with A Model Reference -- 11.4. Steepest Descent Method -- 11.5. Stabilization of Solutions of Minimum Phase Equations -- 11.6. Stabilization of Minimum Phase Equations with Nonlinearities -- 11.7. Stabilization of Linear Minimum Phase Equations in Hilbert Space -- 11.8. Control of Stabilizable Equations -- 11.9. Two Special Problems of Adaptive Control -- 12. Control of Stochastic Differential Equations -- 12.1. Preliminary Results -- 12.2. Stabilization of Solutions of Minimum Phase Ito Equations -- 12.3. Identifcation Methods for Ito Equations -- 12.4. LQP for Stochastic Ito Equations -- Comments and Supplements -- General References -- Special References -- Additional References -- Index.