Variance minimization dual adaptive control for stochastic systems with unknown parameters

MaRDI QIDQ3614262zbMATH OpenFDO

Authors Zhenbin Gao, Fucai Qian, Ding Liu

Publication date 6 March 2009

zbMATH Keywords

adaptive controldual controldynamic programmingstochastic system

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

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(5)

• Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
• A suboptimal dual controller for stochastic systems with unknown parameters
• Dual control of an integrator with unknown gain
• A suboptimal dual control method for the stochastic systems with parameters drifting
• Variance minimization approach for a class of dual control problems

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