Analysis of approximations of dual control

DOI10.1002/(SICI)1099-1115(199911)13:7%3C593::AID-ACS571%3E3.0.CO;2-AMaRDI QIDQ4934152zbMATH OpenOpenAlexFDO

Authors

Publication date 11 July 2000

Full work available at URL https://doi.org/10.1002/(sici)1099-1115(199911)13:7%3C593::aid-acs571%3E3.0.co;2-a

zbMATH Keywords

adaptive controlstochastic controlapproximationsdual controlsuboptimal controllers

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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Cites work

• A two-stage dual suboptimal controller for stochastic systems using approximate moments
• Adaptive predictive control policy for nonlinear stochastic systems
• Dual pole-placement controller with direct adaptation

Cited in

(12)

• Dual control and online optimal experimental design
• Extensions of innovations dual control
• Exact optimal solution for a class of dual control problems
• MPC‐based approximate dual controller by information matrix maximization
• Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
• On a duality principle in processes of servicing machines with double control
• Stochastic iterative dynamic programming: a Monte Carlo approach to dual control
• Implicit dual control for general stochastic systems
• Worst-case dual control: Basic results
• Implicit dual control based on particle filtering and forward dynamic programming
• Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
• Functional adaptive controller for multivariable stochastic systems with dynamic structure of neural network

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