• DocumentCode
    836935
  • Title

    Some properties of the dual adaptive stochastic control algorithm

  • Author

    Dersin, Pierre L. ; Athans, Michael ; Kendrick, David A.

  • Author_Institution
    Belgian Consulate General, New York, NY, USA
  • Volume
    26
  • Issue
    5
  • fYear
    1981
  • fDate
    10/1/1981 12:00:00 AM
  • Firstpage
    1001
  • Lastpage
    1008
  • Abstract
    The purpose of this paper is to compare analytically the properties of the suboptimal dual adaptive stochastic control with those of the optimal control, when plant dynamic contain multiplicative white noise parameters. A simple scalar example is used for this analysis.
  • Keywords
    Adaptive control, linear systems; Duality; Dynamic programming; Stochastic optimal control, linear systems; Adaptive control; Costs; Dynamic programming; Equations; Infinite horizon; Optimal control; Programmable control; Stochastic processes; Stochastic resonance; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102774
  • Filename
    1102774
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=836935