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.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=3067747
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