Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC}

DOI10.1016/j.automatica.2007.11.004zbMath1283.93304OpenAlexW2067265095MaRDI QIDQ2440760

Marco P. Tucci, David A. Kendrick, Hans M. Amman

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.11.004

zbMATH Keywords

stochastic optimizationnumerical experimentstime-varying parametersdual controloptimal experimentation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Mathematical economics (91B99)

Related Items (2)

The parameter set in an adaptive control Monte Carlo experiment: some considerations ⋮ Comparison of policy functions from the optimal learning and adaptive control frameworks

Uses Software

• Duali
• DualPC

Cites Work

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