Variance minimization approach for a class of dual control problems
Tóm tắt
We consider in this paper a class of dual control problems where there exists a parameter uncertainty in the observation equation of the linear-quadratic Gaussian problem. An analytical active dual control law is derived by a variance minimization approach. The issue of how to determine an optimal degree of active learning is then addressed, thus achieving an optimality for this class of dual control problems.
Từ khóa
#Optimal control #Control systems #Automatic control #Open loop systems #Equations #Uncertainty #Force control #Probability distribution #Systems engineering and theory #Research and development managementTài liệu tham khảo
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