Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems

Tze Leung Lai; Zhiliang Ying

doi:10.1137/0329059

Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems

SIAM Journal on Control and Optimization ◽

10.1137/0329059 ◽

1991 ◽

Vol 29 (5) ◽

pp. 1091-1127 ◽

Cited By ~ 10

Author(s):

Tze Leung Lai ◽

Zhiliang Ying

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Recursive Algorithms ◽

Linear Stochastic Systems ◽

Asymptotically Efficient

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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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Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant stochastic systems

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

10.1007/bfb0009310 ◽

2005 ◽

pp. 335-368 ◽

Cited By ~ 6

Author(s):

Tze Leung Lai

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Certainty Equivalence ◽

Asymptotically Efficient ◽

Time Invariant

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Model reference adaptive control of linear stochastic systems

Stochastic Theory and Adaptive Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0113251 ◽

2007 ◽

pp. 330-345 ◽

Cited By ~ 1

Author(s):

Sean P. Meyn ◽

Lyndon J. Brown

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Model Reference Adaptive Control ◽

Model Reference ◽

Linear Stochastic Systems ◽

Model Reference Adaptive

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Adaptive control of a class of linear stochastic systems with continuous and discrete unknown parameters

International Journal of Control ◽

10.1080/00207178208932953 ◽

1982 ◽

Vol 36 (6) ◽

pp. 1045-1057 ◽

Cited By ~ 1

Author(s):

TADASHI ISHIHARA ◽

HIROSHI TAKEDA

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Unknown Parameters ◽

Linear Stochastic Systems

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Adaptive Control of Linear Stochastic Systems with Continuous-Discrete Unknown Parameters

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)63602-4 ◽

1981 ◽

Vol 14 (2) ◽

pp. 937-942

Author(s):

T. Ishihara ◽

H. Takeda

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Unknown Parameters ◽

Linear Stochastic Systems

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Multiple-model adaptive control for jump-linear stochastic systems

International Journal of Control ◽

10.1080/00207178908953454 ◽

1989 ◽

Vol 50 (5) ◽

pp. 1603-1617 ◽

Cited By ~ 3

Author(s):

KEIGO WATANABE ◽

SPYROS G. TZAFESTAS

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Multiple Model ◽

Linear Stochastic Systems ◽

Multiple Model Adaptive Control

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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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A Method of Adaptive Control for Linear Stochastic Systems

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.12.666 ◽

1976 ◽

Vol 12 (6) ◽

pp. 666-673

Author(s):

Yoshifumi SUNAHARA ◽

Akira OHSUMI ◽

Tadashi TATEMORI

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Adaptive Control of Linear Stochastic Systems with Continuous-Discrete Unknown Parameters

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.16.498 ◽

1980 ◽

Vol 16 (4) ◽

pp. 498-503

Author(s):

Tadashi ISHIHARA ◽

Hiroshi TAKEDA

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Unknown Parameters ◽

Linear Stochastic Systems

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Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems

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

10.1007/bfb0043786 ◽

2006 ◽

pp. 206-220 ◽

Cited By ~ 2

Author(s):

Tze Leung Lai

Keyword(s):

Lyapunov Functions ◽

Stochastic Systems ◽

Recursive Algorithms ◽

Linear Stochastic Systems

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