Optimal stochastic adaptive control with quadratic index

DOI10.1080/00207178608933508zbMATH Open0582.93066OpenAlexW2042856298MaRDI QIDQ3707899FDOQ3707899

Authors: Hanfu Chen, Lei Guo 

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933508

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zbMATH Keywords

parameter estimatesadaptive controlquadratic loss functioncomplete observationrecursive least-squares methoddiscrete-time stochastic control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

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• Discrete Time Stochastic Adaptive Control
• Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems
• Local Convergence of Martingales and the Law of Large Numbers
• Stochastic adaptive control using a modified least squares algorithm
• The adaptive LQG problem--Part I
• Adaptive control with recursive identification for stochastic linear systems

Cited In (24)

• Discrete time optimal adaptive control for linear stochastic systems
• On adaptive control for linear stochastic system.
• Adaptive LQ control for discrete-time stochastic systems
• Title not available (Why is that?)
• Stochastic adaptive control for continuous-time linear systems with quadratic cost
• An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem
• Optimal control of unknown discrete-time linear systems with additive noise
• Adaptive Linear-Quadratic Control for Stochastic Discrete-Time Systems
• Predictive self-tuning control by parameter bounding and worst-case design
• Proof of quasi-adaptivity for the m-measurement feedback class of stochastic control policies
• Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
• Title not available (Why is that?)
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• Title not available (Why is that?)
• Title not available (Why is that?)
• Adaptive control in the scalar linear-quadratic model in continuous time
• Title not available (Why is that?)
• Title not available (Why is that?)
• Use of the method of least squares for designing an adaptive optimal control for a linear dynamic plant
• Optimal adaptive control and consistent parameter estimate for deterministic systems with quadratic cost
• Title not available (Why is that?)
• Stochastic adaptive pole-zero assignment with convergence analysis
• Optimal adaptive LQG control for systems with finite state process parameters

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