• DocumentCode
    3067747
  • Title

    An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem

  • Author

    Rishel, R. ; Harris, L.

  • Author_Institution
    University of Kentucky, Lexington, KY
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    832
  • Lastpage
    836
  • Abstract
    A variational approach is taken to derive optimality conditions for a discrete time linear quadratic adaptive stochastic optimal control problem. These conditions lead to an algorithm for computing optimal control laws which differs from the dynamic programming algorithm.
  • Keywords
    Adaptive control; Control systems; Dynamic programming; Heuristic algorithms; Mathematics; Optimal control; Programmable control; Riccati equations; Stochastic processes; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268611
  • Filename
    4048411
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3067747