Caution and probing in stochastic control†

DOI10.1080/00207177208932252zbMath0239.93019OpenAlexW2033569354MaRDI QIDQ5650257

J. W. Patchell, O. L. R. Jacobs

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1080/00207177208932252

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems and control (93Exx)

Related Items

A non-linear system controller, Dual adaptive control of nonlinear stochastic systems using neural networks, Comparison of adaptive controllers, Stochastic adaptive control methods: a survey, Convergence of the generalized dual control algorithm, A suboptimal dual controller for stochastic systems with unknown parameters, On the dual-adaptive control and its practical applications, Exact optimal solution for a class of dual control problems, Automated Preference Elicitation for Decision Making, Dual control of an integrator with unknown gain, Theory and applications of adaptive control - a survey, Optimization of stochastic relay control systems by means of dimensional analysis

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
• An optimal extremal control system
• System identification. A survey
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• A Note on Certainty Equivalence in Dynamic Planning
• On the Separation Theorem of Stochastic Control
• Separability, neutrality and certainty equivalence†