Adaptive Linear-Quadratic Control for Stochastic Discrete-Time Systems

DOI10.1093/imamci/2.4.319zbMath0635.93043OpenAlexW2071249946MaRDI QIDQ3775425

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Publication date: 1985

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/2.4.319

zbMATH Keywords

minimum-phase conditionadaptive control lawsaveraged quadratic-loss functionspartially observed linear stochastic systems with unknown parameters

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Existence of optimal solutions to problems involving randomness (49J55)

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On the adaptive control of a class of systems with random parameters and disturbances

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