Adaptive Linear Quadratic Gaussian Control: The Cost-Biased Approach Revisited

DOI10.1137/S0363012997317499zbMath0919.93087OpenAlexW2094826322MaRDI QIDQ4210192

P. R. Kumar, Marco C. Campi

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012997317499

zbMATH Keywords

linear quadratic Gaussian controlstochastic adaptive controlcost-biased adaptive control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic learning and adaptive control (93E35)

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Finite-model adaptive control using WLS-like algorithm ⋮ Input perturbations for adaptive control and learning ⋮ On adaptive linear-quadratic regulators ⋮ Regret bounds for online-learning-based linear quadratic control under database attacks ⋮ Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics ⋮ Adaptive sampled-data based linear quadratic optimal control of stochastic systems ⋮ Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy ⋮ Several algorithms for finite-model adaptive control. Partial answers to finite-model adaptive control problem ⋮ Adaptive control design under structured model information limitation: a cost-biased maximum-likelihood approach

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