Adaptive dual control of discrete-time distributed-parameter stochastic systems

DOI10.1080/00207729408926575MaRDI QIDQ3328426zbMATH OpenOpenAlexFDO

Authors Peter Stavroulakis, Spyros G. Tzafestas

Publication date 1984

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729408926575

zbMATH Keywords

adaptivitycertainty equivalencediscrete distributed-parameter stochastic control systemfeedback and closed-loop policies

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cites work

• A self-tuning regulator for distributed parameter systems
• An actively adaptive control for linear systems with random parameters via the dual control approach
• Discrete time control of linear distributed parameter systems
• Dual effect, certainty equivalence, and separation in stochastic control
• Matrix minimum principle for distributed parameter control systems
• Parameter adaptive control of stochastic distributed systems
• Wide-sense adaptive dual control for nonlinear stochastic systems

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(3)

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