A Class of Adaptive Control Problems Solved Via Stochastic Control
Author | : |
Publisher | : |
Total Pages | : 13 |
Release | : 1988 |
ISBN-10 | : OCLC:227911733 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Class of Adaptive Control Problems Solved Via Stochastic Control by :
Download or read book A Class of Adaptive Control Problems Solved Via Stochastic Control written by and published by . This book was released on 1988 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following a set up investigated by Rishel we consider an adaptive control problem with unknown parameter x as a partially observed stochastic control problem. Exploiting the finite dimensionality of the estimator, we transform it to a fully observed stochastic optimal control problem to which we then find epsilon-optimal randomized feedback policies.