Accession Number:

ADA459561

Title:

A Class of Adaptive Control Problems Solved via Stochastic Control

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s):

• Zeitouni, Ofer

Report Date:

1988-08-01

Pagination or Media Count:

13.0

Abstract:

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.

Descriptors:

• *STOCHASTIC CONTROL
• *BROWNIAN MOTION
• OPTIMIZATION
• ADAPTIVE CONTROL SYSTEMS
• POLICIES
• PROBLEM SOLVING
• FEEDBACK

Subject Categories:

• Physical Chemistry
• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE