Variance minimization approach for a class of dual control problems

Duan Li, Fucai Qian, Peilin Fu

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

55 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)2010-2020
JournalIEEE Transactions on Automatic Control
Volume47
Issue number12
DOIs
Publication statusPublished - Dec 2002
Externally publishedYes

Research Keywords

  • Dual control
  • Dynamic programming
  • Linear-quadratic Gaussian (LQG) control problem
  • Stochastic control

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