A Class of Adaptive Control Problems Solved via Stochastic Control

Abstract

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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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1988
Accession Number
ADA459561

Entities

People

  • Ofer Zeitouni

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Brownian Motion
  • Convex Sets
  • Diffusion
  • Equations
  • Feedback
  • Gaussian Distributions
  • Information Operations
  • Mathematics
  • Metal Matrix Composites
  • Probability
  • Scientific Research
  • Standards
  • Stochastic Control
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Robotics and Automation.