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

DOI10.1109/TAC.2016.2620379MaRDI QIDQ4589478zbMATH OpenOpenAlexWikidataFDO

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

(5)

• A dynamic extremum seeking scheme for three-player attack-defense with unknown gradient
• 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 data-ensemble-based approach for sample-efficient LQ control of linear time-varying systems
• From adaptive differential games to disturbance-robust adaptive control

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