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Certainty equivalence control with forcing: revisited

✍ Scribed by Rajeev Agrawal; Demosthenis Teneketzis

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
493 KB
Volume
13
Category
Article
ISSN
0167-6911

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πŸ“œ SIMILAR VOLUMES

A generalized certainty-equivalence resu
A generalized certainty-equivalence result in stochastic control
✍ W.J. Runggaldier πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 180 KB

The certainty-equivalence property, known to hold that under certain assumptions for the linear-quadratic stochastic control problem, is extended to more complex situations, when the system noise variables are related to a complicated (nonlinear) system, whose state can be partially observed, where

A note on generating certainty equivalen
A note on generating certainty equivalent controls
✍ H. Hadimoglou; O.L.R. Jacobs πŸ“‚ Article πŸ“… 1972 πŸ› Elsevier Science 🌐 English βš– 164 KB

It is suggested that in stochastic control problems where there is uncertainty about the current state the correct estimate of the state to be used for generating certainty equivalent controls is not always the mean value of the probability distribution for the state.

Design of adaptive controllers using par
Design of adaptive controllers using partial certainty equivalence principle
✍ N.M. Filatov πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 175 KB

## Abstract Optimal stochastic control problem for general non‐linear dynamic system with unknown parameters is considered. An approximative assumption, which has been named partial certainty equivalence (PCE) principle, is suggested for design of adaptive controllers of non‐linear and linear stoch