Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Some properties of the dual adaptive stochastic control algorithm - MaRDI portal

Some properties of the dual adaptive stochastic control algorithm

From MaRDI portal

Publication:3946059

Jump to:navigation, search

DOI10.1109/TAC.1981.1102774zbMath0485.93076MaRDI QIDQ3946059

Pierre L. Dersin, David A. Kendrick, Michael Athans

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

infinite horizon certainty equivalent control dual control algorithm linear discrete-time stochastic control problem quadratic cost term white noise random coefficients

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (2)

Suboptimal stochastic control strategy and an alternative cost decomposition ⋮ Uncertain variance in an optimal linear system with white gain

This page was built for publication: Some properties of the dual adaptive stochastic control algorithm

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3946059&oldid=17644090"