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Języki publikacji
Abstrakty
Controlling entropy of a system with unknown parameters is treated here as an adaptive control problem. Necessary conditions for optimality and an algorithm for computing extremal controls in the spirit of R. Rishel are obtained.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
279--289
Opis fizyczny
Bibliogr. 20 poz.
Twórcy
autor
autor
- Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warszawa
Bibliografia
- AOKI, M. (1967) Optimization of Stochastic Systems. Academic Press.
- BANEK, T. and KOZŁOWSKI, E. (2004) Active and passive learning in control processes. XV Int. Conf. on System Science, Wroclaw, II, 38-48.
- BANEK, T. and KULIKOWSKI, R. (2003) Information pricing for portfolio optimization. Control and Cybernetics 32, 867-882.
- BELLMAN, R.(1961) Adaptive Control Processes. Princeton.
- BENEŠ, V.E., KARATZAS, I. and RISHEL R. (1991) The separation principle for a Bayesian adaptive control problem with no strict-sense oprimal law. Stochastic Monographs 5, 121-156.
- DAI PRA, P., RUDARI, C., and RUNGGALDIER, W.J. (1997) On dynamic programming for sequential decision problems under a general form of uncertainty. ZOR - Mathematical Methods of Operations Research 45, 81-107.
- FELDBAUM, A.A. (1960) Dual control theory. Automation and Remote Control 21, 874-1033.
- FELDBAUM, A.A. (1961) Dual control theory. Automation and Remote Control 22, 1-109.
- FELDBAUM, A. A. (1965) Optimal Control Systems. Academic Press.
- HARRIS, L. and RISHEL, R. (1986) An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem. IEEE Transactions on Automatic Control 31, 1165-1170.
- KULIKOWSKI, R. (1965) Procesy optymalne i adaptacyjne w układach regulacji automatycznej (in Polish). PWN, Warszawa.
- LIPTSER, R.SH., RUNGGALDIER, W.J. and TAKSAR, M. (1996) Deterministic approximation for stochastic control problems. SIAM J. Control and Optimization, 34, 161-178.
- POROSIŃSKI, Z., SZAJOWSKI, K. and TRYBUŁA, S. (1985) Bayes control for a multidimensional stochastic system. System Sciences 11, 51-64.
- RISHEL, R. (1985) A nonlinear discrete time stochastic adaptive control problem. Theory and applications of nonlinear control systems. Sel. Pap. 7th Int. Symp. Math. Theory Networks Systems, 585-592.
- RISHEL, R. (1986) An exact formula for a linear quadratic adaptive stochastic optimal control law. SIAM J. Control and Optimization 24, 667-674.
- RUNGGALDIER, W.J. and ZACCARIA, A, (2000) A stochastic control approach to risk management under restricted information. Mathematical Finance 10, 277-288.
- SARIDIS, G.N. (1988) Entropy formulation of optimal and adaptive control. IEEE Transactions on Automatic Control 33, 713-721.
- SARIDIS, G.N. (1995) Stochastic Processes, Estimation and Control: the Entropy Approach. John Wiley & Sons.
- WIENER, N. (1948) Cybernetics. John Wiley & Sons.
- ZABCZYK, J. (1996) Chance and Decision. Pisa, Scuola Normale Superiore.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0011-0030