Adaptive Dynamic Programming for Stochastic Systems With State and Control Dependent Noise

In this technical note, the adaptive optimal control problem is investigated for a class of continuous-time stochastic systems subject to multiplicative noise. A novel non-model-based optimal control design methodology is employed to iteratively update the control policy on-line by using directly th...

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Veröffentlicht in:	IEEE transactions on automatic control 2016-12, Vol.61 (12), p.4170-4175
Hauptverfasser:	Bian, Tao, Jiang, Yu, Jiang, Zhong-Ping
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive control Adaptive dynamic programming adaptive optimal control Adaptive systems Algorithm design and analysis Algorithms Convergence Dynamic programming Noise control Optimal control Robustness Stability analysis Stochastic processes Stochastic systems
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