Variance minimization approach for a class of dual control problems

Duan Li, Fucai Qian, Peilin Fu

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

5 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
Title of host publicationProceedings of the 2002 American Control Conference
PublisherAmerican Automatic Control Council
Pages3759-3764
Volume5
ISBN (Electronic)0780372999
ISBN (Print)0780372980
DOIs
Publication statusPublished - May 2002
Externally publishedYes

Publication series

NameProceedings of the American Control Conference
Volume2002
ISSN (Print)0743-1619

Research Keywords

  • Dual control
  • Dynamic programming
  • LQG control problem
  • Stochastic control

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