Stochastic adaptive control for continuous-time linear systems with quadratic cost

DOI10.1007/BF01182620MaRDI QIDQ1921391zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 26 February 1997

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01182620

zbMATH Keywords

identificationstochastic differential equationadaptive controlergodic controlstrongly consistent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

Recommendations

• scientific article; zbMATH DE number 778102
• On adaptive control for linear stochastic system.
• scientific article; zbMATH DE number 853079
• Adaptive continuous-time linear quadratic Gaussian control
• Adaptive control of continuous-time linear stochastic systems

Cites work

• scientific article; zbMATH DE number 4074949 (Why is no real title available?)
• scientific article; zbMATH DE number 179176 (Why is no real title available?)
• Adaptive control of continuous-time linear stochastic systems
• Convergence rates of continuous-time stochastic ELS parameter estimation
• Identification and stochastic adaptive control
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems
• Optimal adaptive LQG control for systems with finite state process parameters
• Optimal stochastic adaptive control with quadratic index
• The adaptive LQG problem--Part I

Cited in

(17)

• Stochastic linear quadratic adaptive control for continuous-time first-order systems
• An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem
• A new method of parameter estimation and adaptive control of nonlinear systems with filterless least-squares
• Adaptive continuous-time linear quadratic Gaussian control
• Stochastic adaptive control with small observation noise
• Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
• Adaptive control of continuous time stochastic systems
• Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
• Adaptive sampled-data based linear quadratic optimal control of stochastic systems
• Adaptive control in the scalar linear-quadratic model in continuous time
• Adaptive control of continuous-time linear stochastic systems with discounted cost criterion
• Adaptive control of diffusion processes with a discounted reward criterion
• Adaptive control of linear stochastic evolution systems
• scientific article; zbMATH DE number 3878787 (Why is no real title available?)
• scientific article; zbMATH DE number 4197905 (Why is no real title available?)
• Optimal adaptive control and consistent parameter estimate for deterministic systems with quadratic cost
• scientific article; zbMATH DE number 7626780 (Why is no real title available?)

This page was built for publication: Stochastic adaptive control for continuous-time linear systems with quadratic cost

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1921391)