Stochastic adaptive control for continuous-time linear systems with quadratic cost
DOI10.1007/BF01182620zbMATH Open0857.93106OpenAlexW2084983465MaRDI QIDQ1921391FDOQ1921391
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
Recommendations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)
Cites Work
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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 control of continuous time stochastic systems
- Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Adaptive sampled-data based linear quadratic optimal control of stochastic systems
- Adaptive control of continuous-time linear stochastic systems with discounted cost criterion
- Adaptive control in the scalar linear-quadratic model in continuous time
- Adaptive control of diffusion processes with a discounted reward criterion
- Adaptive control of linear stochastic evolution systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal adaptive control and consistent parameter estimate for deterministic systems with quadratic cost
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