Adaptive dual control of discrete-time distributed-parameter stochastic systems

DOI10.1080/00207729408926575zbMath0539.93086OpenAlexW1976613827MaRDI QIDQ3328426

Spyros G. Tzafestas, Peter Stavroulakis

Publication date: 1984

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408926575

zbMATH Keywords

adaptivitycertainty equivalencediscrete distributed-parameter stochastic control systemfeedback and closed-loop policies

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

Cites Work

• A self-tuning regulator for distributed parameter systems
• Discrete time control of linear distributed parameter systems
• Matrix minimum principle for distributed parameter control systems
• Parameter adaptive control of stochastic distributed systems
• Dual effect, certainty equivalence, and separation in stochastic control
• Wide-sense adaptive dual control for nonlinear stochastic systems
• An actively adaptive control for linear systems with random parameters via the dual control approach