Variance minimization approach for a class of dual control problems

DOI10.1109/TAC.2002.805683MaRDI QIDQ5266991zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Duan Li, Fucai Qian, Peilin Fu

Publication date 20 June 2017

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

Full work available at URL https://doi.org/10.1109/tac.2002.805683

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Duality theory (optimization) (49N15)

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• Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter

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