Journal ArticleDOI
Some properties of the dual adaptive stochastic control algorithm
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In this paper, the authors compare the properties of the suboptimal dual adaptive stochastic control with those of the optimal control when plant dynamic contain multiplicative white noise parameters.Abstract:
The purpose of this paper is to compare analytically the properties of the suboptimal dual adaptive stochastic control with those of the optimal control, when plant dynamic contain multiplicative white noise parameters. A simple scalar example is used for this analysis.read more
Citations
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Journal ArticleDOI
Exploration bonuses and dual control
TL;DR: This paper shows how to compute suboptimal estimates based on a certainty equivalence approximation (Cozzolino, Gonzalez-Zubieta & Miller, 1965) arising from a form of dual control.
Journal ArticleDOI
Optimal Estimation and Scheduling in Aquifer Remediation With Incomplete Information
Sang-Il Lee,Peter K. Kitanidis +1 more
TL;DR: The proposed methodology is shown to be superior to deterministic feedback control and to minimize the expected value of the cost in the remaining periods of the decontamination strategy.
Journal ArticleDOI
Feedback control methods for drug dosage optimisation. Concepts, classification and clinical application.
S Vozeh,J L Steimer +1 more
TL;DR: A classification is proposed for dosage optimisation techniques which distinguishes between tight-loop and loose-loop methods depending on whether physician’s interaction is absent or included as part of the control step.
Proceedings ArticleDOI
Policies for simultaneous estimation and optimization
Miguel Sousa Lobo,Stephen Boyd +1 more
TL;DR: The discussion focuses on the case of a multiple input, single output linear system, with no dynamics and quadratic cost, and system parameters assumed to have a known Gaussian distribution.
Journal ArticleDOI
An adaptive dual controller for a MIMO-ARMA system
P. Mookerjee,Yaakov Bar-Shalom +1 more
TL;DR: In this article, an adaptive dual controller is presented for a multi-input multi-output (MIMO) autoregressive moving average (ARMA) system, where the dual controller modifies the cautious control design by numerator and denominator correction terms which depend upon the sensitivity functions of the expected future cost.
References
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Journal ArticleDOI
Dual effect, certainty equivalence, and separation in stochastic control
Yaakov Bar-Shalom,Edison Tse +1 more
TL;DR: In this paper, the difference between the feedback and closed-loop policies is discussed, and it is shown how the closed loop policy has the important property that it can be actively adaptive, while the feedback policy can only be passively adaptive.
Journal ArticleDOI
Optimal linear regulators: The discrete-time case
P. Dorato,Alexander H. Levis +1 more
TL;DR: In this paper the optimal discrete-time linear-quadratic regulator problem is carefully presented and the basic results are reviewed.
Journal ArticleDOI
Wide-sense adaptive dual control for nonlinear stochastic systems
TL;DR: In this paper, a new approach is presented for the problem of stochastic control of nonlinear systems, which takes into account the past observations and also the future observation program.
Proceedings ArticleDOI
An actively adaptive control for linear systems with random parameters via the dual control approach
Edison Tse,Yaakov Bar-Shalom +1 more
TL;DR: In this paper, a closed-loop control of a discrete-time linear system with possibly time-varying random parameters in the presence of input and output noise is presented.
Proceedings ArticleDOI
The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty
TL;DR: In this article, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold, which is called the uncertainty threshold principle, and the philosophical and design implications of this result are discussed.
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