Adaptive control of linear stochastic evolution systems

DOI10.1080/17442509108833711MaRDI QIDQ3978286zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, B. Goldys, B. Pasik-Duncan

Publication date 25 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833711

zbMATH Keywords

Riccati equationleast squares estimatesadaptive control of linear stochastic evolution systemsself optimizing property

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(15)

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• Adaptive estimation for nonlinear systems using reproducing kernel Hilbert spaces
• Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
• Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems
• Identification and adaptive control of some stochastic distributed parameter systems
• Uniform operator continuity of the stationary Riccati equation in Hilbert space
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
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• Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
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• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
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• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
• Adaptive control of continuous time stochastic systems

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