A simple dual control problem with an analytical solution

DOI10.1109/TAC.1976.1101383MaRDI QIDQ4113714zbMATH OpenFDO

Authors Jan Sternby

Publication date 1976

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1976.1101383

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

Cited in

(10)

• Monotone control laws for noisy, countable-state Markov chains
• Comparison of adaptive controllers
• Learning-based vs model-free adaptive control of a MAV under wind gust
• A simple algorithm for SAFER control†
• Stochastic adaptive control methods: a survey
• Simulations of two suboptimal dual controllers†
• MPC‐based approximate dual controller by information matrix maximization
• A dual control problem and application to marketing
• Learning-based moving horizon autonomous control of a chemical reactor
• Application of Jensen's inequality to adaptive suboptimal design

This page was built for publication: A simple dual control problem with an analytical solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4113714)