Dual adaptive control and uncertainty effects in macroeconomic systems optimization

✍ Scribed by Y. Bar-Shalom; K.D. Wall

• Publisher: Elsevier Science
• Year: 1980
• Tongue: English
• Weight: 899 KB
• Volume: 16
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(80)90050-3

✦ Synopsis

The effect of parameter uncertainties on the optimal control of a stochastic system manifests itself in the following: it can cause the control to be more cautious or to probe in order to enhance the identification of the system while in operation.