Stochastic adaptive control for continuous-time linear systems with quadratic cost

DOI10.1007/BF01182620zbMath0857.93106OpenAlexW2084983465MaRDI QIDQ1921391

Yanyan Li

Publication date: 26 February 1997

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01182620

zbMATH Keywords

identificationstochastic differential equationadaptive controlergodic controlstrongly consistent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

Related Items (5)

Adaptive control of continuous time stochastic systems ⋮ Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups ⋮ Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ Adaptive sampled-data based linear quadratic optimal control of stochastic systems ⋮ Adaptive control of diffusion processes with a discounted reward criterion

Cites Work

• Identification and stochastic adaptive control
• Adaptive control of continuous-time linear stochastic systems
• Optimal adaptive LQG control for systems with finite state process parameters
• Optimal stochastic adaptive control with quadratic index
• Convergence rates of continuous-time stochastic ELS parameter estimation
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• The adaptive LQG problem--Part I
• Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems
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