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
fDate :
10/1/1981 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102774
