On a Certainty Equivalence Design of Continuous-Time Stochastic Systems

DOI10.1137/110859750zbMath1266.93136OpenAlexW2089179118MaRDI QIDQ2840124

Uwe Küchler, Vjatscheslav Vasiliev

Publication date: 17 July 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110859750

zbMATH Keywords

adaptive controlstochastic delay differential equationcontinuous-time autoregressive processsequential parameter estimationcertainty equivalence design

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Adaptive control/observation systems (93C40) Adaptive or robust stabilization (93D21) Stochastic functional-differential equations (34K50) Control problems for functional-differential equations (34K35) Stochastic systems in control theory (general) (93E03)

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