A dual control problem and application to marketing (Q5932027)
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scientific article; zbMATH DE number 1594890
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| English | A dual control problem and application to marketing |
scientific article; zbMATH DE number 1594890 |
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A dual control problem and application to marketing (English)
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29 January 2002
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The author considers a continuous-time partially observable linear system with incompletely known parameters. Using a minimax approach an adaptive controller with an active learning feature (called dual controller) is suggested. It is a compromise between maintaining optimal control and small estimation errors. The resulting controller is time-varying and depends nonlinearly on the state and parameter estimates. An application to marketing illustrates the procedure.
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partially observable linear system
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minimax approach
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adaptive controller
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learning
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dual controller
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marketing
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0.8540188
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0.8495647
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0.84581584
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0.84289026
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