APPROXIMATIONS FOR DISCRETE-TIME ADAPTIVE-CONTROL - CONSTRUCTION OF EPSILON-OPTIMAL CONTROLS

被引：4
|
作者：
RUNGGALDIER, WJ
ZANE, O
机构：
[1] Dipartimento di Matematica Pura ed Applicata, Universita' di Padova, Padova, 35131
来源：
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS | 1991年 / 4卷 / 03期
关键词：
ADAPTIVE STOCHASTIC CONTROL; STOCHASTIC CONTROL WITH PARTIAL OBSERVATIONS; EPSILON-OPTIMAL CONTROLS; MEASURE TRANSFORMATIONS;
D O I：
10.1007/BF02551281
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We study a discrete-time, finite-horizon adaptive stochastic control problem. The unknown parameter enters the state equation linearly, but otherwise the problem is nonlinear. We construct a sequence of approximating problems with the following properties: (i) an optimal solution for each approximating problem can be obtained via dynamic programming; (ii) given epislon > 0, there exists an approximating problem whose optimal solution is epislon-optimal for the original problem.
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页码：269 / 291
页数：23
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