Example for equivalence of dual and information-based optimal control

DOI10.1080/00207179.2018.1436775MaRDI QIDQ5197938zbMATH OpenOpenAlexFDO

Authors Piotr Bania

Publication date 2 October 2019

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

Full work available at URL https://doi.org/10.1080/00207179.2018.1436775

zbMATH Keywords

dual controlentropyinformationinformation-based controlstochastic controluncertain parameter

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Dynamic programming (90C39) Optimal stochastic control (93E20)

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• Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
• Optimal state estimation for stochastic systems: an information theoretic approach
• Stochastic dynamic programming: Caution and probing
• Towards integrating control and information theories. From information-theoretic measures to control performance limitations

Cited in

(2)

• An information based approach to stochastic control problems
• Dual control and online optimal experimental design

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