Dual control of an integrator with unknown gain

DOI10.1016/0898-1221(86)90052-0zbMath0614.93038OpenAlexW2135234120MaRDI QIDQ4723640

Anders Helmersson, Karl Johan Åström

Publication date: 1986

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/8496500

zbMATH Keywords

Bellman equationfirst order systemdual controlcautious controlcertainty- equivalence

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (11)

Implicit dual control based on particle filtering and forward dynamic programming ⋮ Dual adaptive model predictive control ⋮ Dual adaptive control of nonlinear stochastic systems using neural networks ⋮ Embedding active learning in batch-to-batch optimization using reinforcement learning ⋮ MPC‐based approximate dual controller by information matrix maximization ⋮ Towards an approach to stochastic adaptive control using the maximum entropy principle ⋮ Dual control of a first-order system with two possible gains ⋮ Tuning an adaptive controller using a robust control approach ⋮ Dual control of an integrator with unknown gain ⋮ Stochastic iterative dynamic programming: a Monte Carlo approach to dual control ⋮ Expert control

Cites Work

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• Optimal stochastic control
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• Inherent observer property in a class of anti-windup compensators
• Dual effect, certainty equivalence, and separation in stochastic control
• Generalized certainty equivalence and dual effect in stochastic control
• Dual control of an integrator with unknown gain
• Caution and probing in stochastic control†
• An actively adaptive control for linear systems with random parameters via the dual control approach

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