On adaptive control for the continuous time-varying JLQG problem
International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 1, p. 53.

Voir la notice de l'article dans European Digital Mathematics Library

In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.
Classification : 49N10, 93C40, 60J75
Mots-clés : time varying systems, adaptive control, JLQG problem 
@article{IJAMCS_2005__15_1_207727,
     author = {Adam Czornik and Andrzej \'Swiernik},
     title = {On adaptive control for the continuous time-varying {JLQG} problem},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {53},
     publisher = {mathdoc},
     volume = {15},
     number = {1},
     year = {2005},
     zbl = {1083.93030},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/IJAMCS_2005__15_1_207727/}
}
TY  - JOUR
AU  - Adam Czornik
AU  - Andrzej Świernik
TI  - On adaptive control for the continuous time-varying JLQG problem
JO  - International Journal of Applied Mathematics and Computer Science
PY  - 2005
SP  - 53
VL  - 15
IS  - 1
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/item/IJAMCS_2005__15_1_207727/
LA  - en
ID  - IJAMCS_2005__15_1_207727
ER  - 
%0 Journal Article
%A Adam Czornik
%A Andrzej Świernik
%T On adaptive control for the continuous time-varying JLQG problem
%J International Journal of Applied Mathematics and Computer Science
%D 2005
%P 53
%V 15
%N 1
%I mathdoc
%U https://geodesic-test.mathdoc.fr/item/IJAMCS_2005__15_1_207727/
%G en
%F IJAMCS_2005__15_1_207727
Adam Czornik; Andrzej Świernik. On adaptive control for the continuous time-varying JLQG problem. International Journal of Applied Mathematics and Computer Science, Tome 15 (2005) no. 1, p. 53. https://geodesic-test.mathdoc.fr/item/IJAMCS_2005__15_1_207727/