Dual adaptive controls for linear system with unknown constant parameters
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Publication:5391439
DOI10.1080/00207179.2010.510175zbMath1210.93084OpenAlexW2114460813MaRDI QIDQ5391439
Publication date: 6 April 2011
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2010.510175
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)
Cites Work
- The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
- Bellman's equation in a lattice of measures for general controlled stochastic processes. I
- Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
- Problems of identification and control
- An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
- Optimal Control for Partially Observed Diffusions
- Wide-sense adaptive dual control for nonlinear stochastic systems
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