Caution and probing in stochastic control†

Autor:	O. L. R. Jacobs, J. W. Patchell
Rok vydání:	1972
Předmět:	Stochastic control Mathematical optimization Control and Systems Engineering Control theory Simple (abstract algebra) Structure (category theory) Stochastic optimization Certainty equivalence Control (linguistics) Computer Science Applications Dual (category theory) Mathematics
Zdroj:	International Journal of Control. 16:189-199
ISSN:	1366-5820 0020-7179
DOI:	10.1080/00207177208932252
Popis:	In stochastic control the controller generally performs dual functions, reducing uncertainty and exercising control, which can interact. The effect of this interaction on the structure of control laws is investigated by discussing the separability, neutrality and certainty equivalence of two simple, solved, stochastic control problems, It is concluded that for non-LQP stochastic problems the control law may need to include terms, described as caution and probing, to account for interaction between the dual controller functions
Databáze:	OpenAIRE
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