Optimal stochastic adaptive control with quadratic index

DOI10.1080/00207178608933508zbMath0582.93066OpenAlexW2042856298MaRDI QIDQ3707899

Chen, Hanfu, Lei Guo

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933508

zbMATH Keywords

adaptive controlparameter estimatesquadratic loss functioncomplete observationrecursive least-squares methoddiscrete-time stochastic control

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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• Local Convergence of Martingales and the Law of Large Numbers