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A Class of Adaptive Control Problems Solved Via Stochastic Control

1988
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Release : 1988
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Book Synopsis A Class of Adaptive Control Problems Solved Via Stochastic Control by :

Download or read book A Class of Adaptive Control Problems Solved Via Stochastic Control written by . This book was released on 1988. Available in PDF, EPUB and Kindle. Book excerpt: Following a set up investigated by Rishel we consider an adaptive control problem with unknown parameter x as a partially observed stochastic control problem. Exploiting the finite dimensionality of the estimator, we transform it to a fully observed stochastic optimal control problem to which we then find epsilon-optimal randomized feedback policies.

Stochastic Systems

2015-12-15 Mathematics
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Release : 2015-12-15
Genre : Mathematics
Kind : eBook
Book Rating : 259/5 ( reviews)

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Book Synopsis Stochastic Systems by : P. R. Kumar

Download or read book Stochastic Systems written by P. R. Kumar. This book was released on 2015-12-15. Available in PDF, EPUB and Kindle. Book excerpt: Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.

Stochastic adaptive control for a class of dual control problems

1990 Adaptive control systems
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Release : 1990
Genre : Adaptive control systems
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Book Synopsis Stochastic adaptive control for a class of dual control problems by : Yungsun Hahn

Download or read book Stochastic adaptive control for a class of dual control problems written by Yungsun Hahn. This book was released on 1990. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Theory and Adaptive Control

1992 Mathematics
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Release : 1992
Genre : Mathematics
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Book Synopsis Stochastic Theory and Adaptive Control by : T. E. Duncan

Download or read book Stochastic Theory and Adaptive Control written by T. E. Duncan. This book was released on 1992. Available in PDF, EPUB and Kindle. Book excerpt: This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.

Optimal Adaptive Control for a Class of Stochastic Systems

1994
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Release : 1994
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Book Synopsis Optimal Adaptive Control for a Class of Stochastic Systems by : Arunabha Bagchi

Download or read book Optimal Adaptive Control for a Class of Stochastic Systems written by Arunabha Bagchi. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt:

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