Implicit dual control based on particle filtering and forward dynamic programming

This paper develops a sampling‐based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce...

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Veröffentlicht in:	International journal of adaptive control and signal processing 2010-03, Vol.24 (3), p.155-177
Hauptverfasser:	Bayard, David S., Schumitzky, Alan
Format:	Artikel
Sprache:	eng
Schlagworte:	Active control Control systems Cost function Dynamic programming Filtering implicit dual control Mathematical models particle filtering Policies policy iteration stochastic optimal control Stochasticity
Online-Zugang:	Volltext
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