Approximations for discrete-time adaptive control: Construction of \(\varepsilon\)-optimal controls

DOI10.1007/BF02551281zbMath0736.93080OpenAlexW2045128587MaRDI QIDQ1176543

Wolfgang J. Runggaldier, Omar Zane

Publication date: 25 June 1992

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551281

zbMATH Keywords

Gaussian white noiseadaptive stochastic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Related Items

On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs

Cites Work

• An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• A Survey of Some Results in Stochastic Adaptive Control
• An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem
• An Approach to Discrete-Time Stochastic Control Problems under Partial Observation