Adaptive control of continuous-time linear stochastic systems with discounted cost criterion

T. R. Bielecki

doi:10.1007/bf00941575

Adaptive control of continuous-time linear stochastic systems with discounted cost criterion

Journal of Optimization Theory and Applications ◽

10.1007/bf00941575 ◽

1991 ◽

Vol 68 (2) ◽

pp. 379-383

Author(s):

T. R. Bielecki

Keyword(s):

Adaptive Control ◽

Continuous Time ◽

Stochastic Systems ◽

Discounted Cost ◽

Cost Criterion ◽

Linear Stochastic Systems ◽

Discounted Cost Criterion ◽

Time Linear

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On adaptive control of continuous time linear stochastic systems

Stochastic Systems and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0002693 ◽

2005 ◽

pp. 328-343 ◽

Cited By ~ 1

Author(s):

Bożenna Pasik-Duncan

Keyword(s):

Adaptive Control ◽

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Time Linear

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Adaptive control of continuous-time linear stochastic systems

Mathematics of Control Signals and Systems ◽

10.1007/bf02551355 ◽

1990 ◽

Vol 3 (1) ◽

pp. 45-60 ◽

Cited By ~ 48

Author(s):

T. E. Duncan ◽

B. Pasik-Duncan

Keyword(s):

Adaptive Control ◽

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Time Linear

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Some methods for the adaptive control of continuous time linear stochastic systems

Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009307 ◽

2005 ◽

pp. 242-267 ◽

Cited By ~ 5

Author(s):

T. E. Duncan ◽

B. Pasik-Duncan

Keyword(s):

Adaptive Control ◽

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Time Linear

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Optimal Observers for Continuous Time Linear Stochastic Systems

Control and Dynamic Systems - Advances in Theory and Applications ◽

10.1016/b978-0-12-012713-9.50012-9 ◽

1977 ◽

pp. 247-284

Author(s):

JOHN F. YOCUM

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Time Linear

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Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074570 ◽

2009 ◽

Cited By ~ 2

Author(s):

Laszlo Gerencser ◽

Vilmos Prokaj

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Recursive Identification ◽

Linear Stochastic Systems ◽

Time Linear

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Robust adaptive dynamic programming for continuous-time linear stochastic systems

2014 IEEE International Symposium on Intelligent Control (ISIC) ◽

10.1109/isic.2014.6967601 ◽

2014 ◽

Cited By ~ 2

Author(s):

Tao Bian ◽

Zhong-Ping Jiang

Keyword(s):

Dynamic Programming ◽

Continuous Time ◽

Stochastic Systems ◽

Adaptive Dynamic Programming ◽

Adaptive Dynamic ◽

Linear Stochastic Systems ◽

Robust Adaptive ◽

Time Linear

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Optimal observers for continuous time linear stochastic systems

Automatica ◽

10.1016/0005-1098(75)90009-6 ◽

1975 ◽

Vol 11 (1) ◽

pp. 61-73 ◽

Cited By ~ 4

Author(s):

C.T Leondes ◽

John F Yocum

Keyword(s):

Continuous Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Time Linear

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Stability analysis and controller synthesis for continuous-time linear stochastic systems

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7402808 ◽

2015 ◽

Cited By ~ 4

Author(s):

Sai Pushpak ◽

Amit Diwadkar ◽

Umesh Vaidya

Keyword(s):

Stability Analysis ◽

Continuous Time ◽

Stochastic Systems ◽

Controller Synthesis ◽

Linear Stochastic Systems ◽

Time Linear

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On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index

Mathematics and Computers in Simulation ◽

10.1016/0378-4754(87)90136-4 ◽

1987 ◽

Vol 29 (3-4) ◽

pp. 261-273

Author(s):

A.P. Serebrovski

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Performance Index ◽

Stochastic Systems ◽

Mean Square ◽

Linear Stochastic Systems ◽

Time Linear

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Exact Detectability of Discrete-Time and Continuous-Time Linear Stochastic Systems: A Unified Approach.

IEEE Transactions on Automatic Control ◽

10.1109/tac.2021.3134633 ◽

2021 ◽

pp. 1-1

Author(s):

Vasile Dragan ◽

Eduardo F. Costa ◽

Ioan-Lucian Popa ◽

Samir Aberkane

Keyword(s):

Discrete Time ◽

Continuous Time ◽

Stochastic Systems ◽

Unified Approach ◽

Linear Stochastic Systems ◽

Exact Detectability ◽

Time Linear

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