A Class of Adaptive Control Problems Solved Via Stochastic Control

A Class of Adaptive Control Problems Solved Via Stochastic Control
Author :
Publisher :
Total Pages : 13
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ISBN-10 : OCLC:227911733
ISBN-13 :
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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.


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