Resumen
A variational approach is taken to derive optimality conditions for a discrete-time linear quadratic adaptive stochastic optimal control problem. These conditions lead to an algorithm for computing optimal control laws which differs from the dynamic programming algorithm.
| Idioma original | English |
|---|---|
| Páginas (desde-hasta) | 1165-1170 |
| Número de páginas | 6 |
| Publicación | IEEE Transactions on Automatic Control |
| Volumen | 31 |
| N.º | 12 |
| DOI | |
| Estado | Published - dic 1986 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering
Huella
Profundice en los temas de investigación de 'An Algorithm for a Solution of a Stochastic Adaptive Linear Quadratic Optimal Control Problem'. En conjunto forman una huella única.Citar esto
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