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 be estimated through strongly consistent estimators.
Jul 12, 2021
Aug 17, 2020
|On adaptive control for the continuous time-varying JLQG problem||Jul 12, 2021|
Saadni, Mohammed Salah Chaabane, Mohammed Mehdi, Driss Korbicz, Józef - red. Uciński, Dariusz - red.
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Haber, Robert Bars, Ruth Lengyel, Orsolya Kowalczuk, Zdzisław - red.
Dewilde, Patrick Curtain, Ruth - ed. Kaashoek, Rien - ed.
Ahmed, Anis Brdyś, Mieczysław A. Korbicz, Józef - red. Uciński, Dariusz - red.
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Kowalczuk, Zdzisław Suchomski, Piotr Korbicz, Józef - red. Uciński, Dariusz - red.
Pedro, Jimoh Olarewaju Dahunsi, Olurotimi Akintunde Korbicz, Józef - red. Uciński, Dariusz - red.