Adaptive control of linear time invariant systems: the ``Bet on the best principle

DOI10.4310/CIS.2006.V6.N4.A3MaRDI QIDQ2474726zbMATH OpenFDO

Authors M. C. Campi, Sergio Bittanti

Publication date 6 March 2008

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/CIS.2006.V6.N4.A3

zbMATH Keywords

adaptive controlcertainty equivalence principlelong-term average costoptimalitystochastic systems

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Recommendations

• Adaptive LQG control of input-output systems---A cost-biased approach
• Adaptive LQG regulator via the separation principle
• Adaptive Linear Quadratic Gaussian Control: The Cost-Biased Approach Revisited
• Design of adaptive controllers using partial certainty equivalence principle
• scientific article; zbMATH DE number 3908280

Cited in

(5)

• Input perturbations for adaptive control and learning
• On adaptive linear-quadratic regulators
• Adaptive LQG control of input-output systems---A cost-biased approach
• Sample-based planning and learning with function approximation
• Sample complexity of the linear quadratic regulator: a reinforcement learning lens

This page was built for publication: Adaptive control of linear time invariant systems: the ``Bet on the best principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2474726)