The Adaptive LQ Regulator
From MaRDI portal
Publication:6312464
arXiv1901.04574MaRDI QIDQ6312464FDOQ6312464
Authors: Omar Hijab 
Publication date: 14 January 2019
Abstract: The optimal adaptive control of a linear system in a signal-plus-noise setting with infinite horizon LQ regulator cost is studied. The class of partially observed linear systems for which the certainty equivalence property holds is identified. It is also shown that a linear system is adaptively stabilizable if and only if it is uniformly stabilizable, and the class of partially observed linear systems for which the certainty equivalence value function is a supersolution of the Bellman equation is identified.
Signal detection and filtering (aspects of stochastic processes) (60G35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Stabilization of solutions to ordinary differential equations (34H15)
This page was built for publication: The Adaptive LQ Regulator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6312464)
