A class of adaptive control problems solved via stochastic control

DOI10.1016/0167-6911(89)90096-0MaRDI QIDQ1825823zbMATH OpenOpenAlexFDO

Authors Ofer Zeitouni

Publication date 1989

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/3058

zbMATH Keywords

diffusion processes\(\epsilon \) -optimalpartially observed stochastic control problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 4085564 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
• On the joint nonlinear filtering-smoothing of diffusion processes
• Representation of Martingales, Quadratic Variation and Applications
• Stabilization of Control Systems

Cited in

(3)

• scientific article; zbMATH DE number 4137640 (Why is no real title available?)
• Proof of quasi-adaptivity for the m-measurement feedback class of stochastic control policies
• The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel

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