Optimal stochastic adaptive control with quadratic index

DOI10.1080/00207178608933508zbMath0582.93066OpenAlexW2042856298MaRDI QIDQ3707899

Chen, Hanfu, Lei Guo

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933508

zbMATH Keywords

adaptive controlparameter estimatesquadratic loss functioncomplete observationrecursive least-squares methoddiscrete-time stochastic control

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (6)

Stochastic adaptive pole-zero assignment with convergence analysis ⋮ Stochastic adaptive control for continuous-time linear systems with quadratic cost ⋮ A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization ⋮ Optimal control of unknown discrete-time linear systems with additive noise ⋮ Adaptive control in the scalar linear-quadratic model in continuous time ⋮ Predictive self-tuning control by parameter bounding and worst-case design

Cites Work

• Unnamed Item
• Stochastic adaptive control using a modified least squares algorithm
• Adaptive control with recursive identification for stochastic linear systems
• Discrete Time Stochastic Adaptive Control
• The adaptive LQG problem--Part I
• Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems
• Local Convergence of Martingales and the Law of Large Numbers

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