Stochastic dynamic programming: Caution and probing
From MaRDI portal
Publication:3927163
DOI10.1109/TAC.1981.1102793zbMath0472.93071MaRDI QIDQ3927163
Publication date: 1981
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
stochastic controlMarkov processcost functiondeterministic termBellman's dynamic programming methodcaution termprobing term
Filtering in stochastic control theory (93E11) Controllability (93B05) Dynamic programming (90C39) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Optimality conditions for problems involving randomness (49K45)
Related Items (18)
Optimal dual adaptive agile mobile wireless power control ⋮ Implicit dual control based on particle filtering and forward dynamic programming ⋮ Dual adaptive model predictive control ⋮ Careful feedback active noise and vibration control algorithm robust to large secondary path changes ⋮ A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties ⋮ Convergence of the generalized dual control algorithm ⋮ Dual pole-placement controller with direct adaptation ⋮ Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters ⋮ On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems ⋮ A suboptimal dual controller for stochastic systems with unknown parameters ⋮ Randomized algorithms for the synthesis of cautious adaptive controllers ⋮ Example for equivalence of dual and information-based optimal control ⋮ Exact optimal solution for a class of dual control problems ⋮ Active fault detection and control: unified formulation and optimal design ⋮ Multiple-model adaptive control for jump-linear stochastic systems ⋮ Adaptive optimization and \(D\)-optimum experimental design. ⋮ Dual adaptive extremum control of Hammerstein systems ⋮ Learning by doing and the value of optimal experimentation
This page was built for publication: Stochastic dynamic programming: Caution and probing
