Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
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Publication:4631454
DOI10.1137/17M1152280zbMath1410.93145MaRDI QIDQ4631454
Peter E. Caines, David Levanony
Publication date: 29 March 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
persistent excitationcertainty equivalencelinear quadratic controladaptive stochastic controlBayesian embeddingalternating controls
Stochastic programming (90C15) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)
Related Items (1)
On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits
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