@inproceedings{c161c44c0b004d3c9eb582d1fa7c4194,
title = "Variance minimization approach for a class of dual control problems",
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.",
keywords = "Dual control, Dynamic programming, LQG control problem, Stochastic control",
author = "Duan Li and Fucai Qian and Peilin Fu",
year = "2002",
month = may,
doi = "10.1109/ACC.2002.1024512",
language = "English",
isbn = "0780372980",
volume = "5",
series = "Proceedings of the American Control Conference",
publisher = "American Automatic Control Council",
pages = "3759--3764",
booktitle = "Proceedings of the 2002 American Control Conference",
}