Stability of an Adaptive Regulator for Partially Known Nonlinear Stochastic Systems

DOI10.1137/S0363012997331512MaRDI QIDQ4699137zbMATH OpenFDO

Authors

Publication date 23 November 1999

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012997331512

zbMATH Keywords

adaptive stochastic controlnonlinear systems

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Continuous-time Markov processes on general state spaces (60J25) Nonlinear systems in control theory (93C10) Model systems in control theory (93C99) Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)

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Cited in

(4)

• Dual-sampling-rate moving-horizon control of a class of linear systems with input saturation and plant uncertainty
• Stability of adaptively stabilized stochastic systems
• A regulator for a class of unknown continuous-time nonlinear systems
• Sampled-data-based LQ control of stochastic linear continuous-time systems

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