Stochastic dynamic programming: Caution and probing

DOI10.1109/TAC.1981.1102793MaRDI QIDQ3927163zbMATH OpenFDO

Authors Yaakov Bar-Shalom

Publication date 1981

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1981.1102793

zbMATH Keywords

Bellman's dynamic programming methodcaution termcost functiondeterministic termMarkov processprobing termstochastic control

Mathematics Subject Classification ID

Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Optimality conditions for problems involving randomness (49K45) Dynamic programming (90C39) Controllability (93B05) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Cited in

(19)

• Active fault detection and control: unified formulation and optimal design
• Learning by doing and the value of optimal experimentation
• Adaptive optimization and \(D\)-optimum experimental design.
• On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
• Dual adaptive model predictive control
• Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
• Randomized algorithms for the synthesis of cautious adaptive controllers
• Exact optimal solution for a class of dual control problems
• Implicit dual control based on particle filtering and forward dynamic programming
• A suboptimal dual controller for stochastic systems with unknown parameters
• Optimal dual adaptive agile mobile wireless power control
• Convergence of the generalized dual control algorithm
• Multiple-model adaptive control for jump-linear stochastic systems
• Example for equivalence of dual and information-based optimal control
• Dual adaptive extremum control of Hammerstein systems
• Careful feedback active noise and vibration control algorithm robust to large secondary path changes
• Careful least squares active noise control with no prior secondary path model
• Dual pole-placement controller with direct adaptation
• A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties

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