Adaptive Linear-Quadratic Control for Stochastic Discrete-Time Systems

DOI10.1093/IMAMCI/2.4.319MaRDI QIDQ3775425zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/2.4.319

zbMATH Keywords

adaptive control lawsaveraged quadratic-loss functionsminimum-phase conditionpartially observed linear stochastic systems with unknown parameters

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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