Example for equivalence of dual and information-based optimal control

DOI10.1080/00207179.2018.1436775zbMath1423.93410OpenAlexW2793950223MaRDI QIDQ5197938

Piotr Bania

Publication date: 2 October 2019

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2018.1436775

zbMATH Keywords

entropystochastic controlinformationuncertain parameterdual controlinformation-based control

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

Cites Work

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• Towards integrating control and information theories. From information-theoretic measures to control performance limitations

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