@inproceedings{56ae60a7f45b4fc4ada4ebbf27486008,
title = "Optimal Nominal Dual Control for Discrete-Time LQG Problem with Unknown",
abstract = "The dual control for a class of discrete-time LQG problem with unknown parameters is studied in this paper. The best possible (partial) closed-loop feedback control law is derived by exploring the future nominal posterior probabilities, thus taking into account the effect of future learning when constructing the optimal nominal control problem.",
keywords = "Dual control, Dynamic programming, LQG control, Stochastic control",
author = "Duan Li and Peilin Fu and Fucai Qian",
year = "2003",
month = aug,
language = "English",
isbn = "0780383524",
volume = "1",
series = "SICE Annual Conference",
publisher = "Society of Instrument and Control Engineers (SICE)",
pages = "476--479",
booktitle = "SICE 2003 Annual Conference",
note = "SICE 2003 Annual Conference ; Conference date: 04-08-2003 Through 06-08-2003",
}