Direct Updating of Intertemporal Criterion Functions for a Class of Adaptive Control Problems

DOI10.1109/TSMC.1979.4310170zbMath0394.93035OpenAlexW2010638218MaRDI QIDQ4177420

Leigh Tesfatsion

Publication date: 1979

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsmc.1979.4310170

zbMATH Keywords

FilterDynamic ProgrammingAdaptive Control ProblemsIntertemporal Expected Cost ObjectivesLinear-Quadratic System

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items

Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation, New results in Sridhar filtering theory: The discrete case, A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters, Parameter-sensitivity study for a linear-quadratic control problem with random state coefficients, A dual approach to Bayesian inference and adaptive control, Exact sequential filtering, smoothing and prediction for nonlinear systems, Games, goals, and bounded rationality