Adaptive control for a jump linear system with quadratic cost
Adam Czornik (2004)
Control and Cybernetics
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Displaying similar documents to “Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach”
Adaptive control for a jump linear system with quadratic cost
Stochastic multivariable self-tuning tracker for non-gaussian systems
Vojislav Filipovic (2005)
International Journal of Applied Mathematics and Computer Science
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This paper considers the properties of a minimum variance self-tuning tracker for MIMO systems described by ARMAX models. It is assumed that the stochastic noise has a non-Gaussian distribution. Such an assumption introduces into a recursive algorithm a nonlinear transformation of the prediction error. The system under consideration is minimum phase with different dimensions for input and output vectors. In the paper the concept of Kronecker's product is used, which allows us to represent...
On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms
Ewa Drabik (1996)
Applicationes Mathematicae
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Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.
Equivalence of second order optimality conditions for bang-bang control problems. Part 2: Proofs, variational derivatives and representations
N. Osmolovskii, H. Maurer (2007)
Control and Cybernetics
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Optimal control for coupled systems governed by Petrowsky type equations with control-constrained and infinite number of variables
Hussain A. El-Saify, G. M. Bahaa (2003)
Mathematica Slovaca
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On the adaptive control of countable Markov chains
Petr Mandl (1979)
Banach Center Publications
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