A suboptimal dual controller for stochastic systems with unknown parameters

DOI10.1080/0020718508961143MaRDI QIDQ3347770zbMATH OpenOpenAlexFDO

Authors S. S. Chan, Martin B. Zarrop

Publication date 1985

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020718508961143

zbMATH Keywords

suboptimal dual controllerlinear single-input single-output stochastic systems with unknown parameters

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Model systems in control theory (93C99) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

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Cites work

• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• A simple algorithm for SAFER control†
• An approach to adaptive control using real time identification
• An innovations approach to dual control
• Caution and probing in stochastic control†
• Dual effect, certainty equivalence, and separation in stochastic control
• Dynamic system identification. Experiment design and data analysis
• Optimization of stochastic systems. Topics in discrete-time systems
• Problems of identification and control
• Self-tuning pole/zero assignment regulators
• Stochastic adaptive control using a modified least squares algorithm
• Stochastic dynamic programming: Caution and probing
• Variance constrained self-tuning control
• Wide-sense adaptive dual control for nonlinear stochastic systems

Cited in

(11)

• A multistage suboptimal dual controller using optimal predictors
• Analysis of approximations of dual control
• Dual pole-placement controller with direct adaptation
• Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
• A suboptimal dual control method for the stochastic systems with parameters drifting
• Advantageous strategies in differential games for a class of suboptimal control laws
• Convergence of the generalized dual control algorithm
• Variance minimization dual adaptive control for stochastic systems with unknown parameters
• Dual adaptive control of nonlinear stochastic systems using neural networks
• Extensions of innovations dual control
• A two-stage dual suboptimal controller for stochastic systems using approximate moments

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