Displaying similar documents to “On the discrete time-varying JLQG problem”

On adaptive control for the continuous time-varying JLQG problem

Adam Czornik, Andrzej Świernik (2005)

International Journal of Applied Mathematics and Computer Science

Similarity:

In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can...