Adaptive stochastic control for a class of linear systems

DOI10.1109/TAC.1972.1099867MaRDI QIDQ3213015zbMATH OpenFDO

Authors Edison Tse, Michael Athans

Publication date 1972

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1972.1099867

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Cited in

(18)

• Algorithms for adaptive stochastic control for a class of linear systems
• A scheme of adaptive control
• A technique for dual adaptive control
• On the periodic coordination of linear stochastic systems
• On the dual-adaptive control and its practical applications
• Active learning. Monte Carlo results
• Aggregate production planning by stochastic control
• Learning by doing and the value of optimal experimentation
• Dual control of linearly parameterised models via prediction of posterior densities
• Efficient computation of optimal open-loop controls for stochastic systems
• Optimal adaptive control of linear systems with unknown measurement subsystems
• Implicit dual control based on particle filtering and forward dynamic programming
• On the equivalence between optimal stochastic control and open-loop feedback control
• Adaptive control of a class of linear stochastic systems with continuous and discrete unknown parameters
• Stochastic adaptive control methods: a survey
• A synthesis of learning dual control for single-input/single-output systems
• Suboptimal adaptive control of a class of non-linear systems†
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters

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