Batch-to-Batch Finite-Horizon LQ Control for Unknown Discrete-Time Linear Systems Via Stochastic Extremum Seeking

DOI10.1109/TAC.2016.2620379zbMATH Open1373.93309OpenAlexW2537351942WikidataQ59621293 ScholiaQ59621293MaRDI QIDQ4589478FDOQ4589478

Authors: Miroslav Krstic, Tamer Başar, Shu-Jun Liu 

Publication date: 10 November 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2016.2620379

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Cited In (3)

• Model-based and model-free designs for an extended continuous-time LQR with exogenous inputs
• Extremum seeking for optimal control problems with unknown time-varying systems and unknown objective functions
• A dynamic extremum seeking scheme for three-player attack-defense with unknown gradient

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