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Approximation of Dynamic Programming Algorithm for Dual Control Strategies

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F10%3A00166036" target="_blank" >RIV/68407700:21230/10:00166036 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Approximation of Dynamic Programming Algorithm for Dual Control Strategies

  • Original language description

    The goal of all control strategies is to achieve a specified performance of the controlled system. Usually, this performance is expressed in a form of a criterion, which is to be minimized. Stochastic adaptive control gives a possibility to deal with uncertainties in system descriptions. Such approach can be further improved by gathering information about the system and thus better specify the model. The control strategy that optimally solves the problem of finding a tradeoff between control performanceand system identification is referred to as dual control strategy. Unfortunately, the complete dual problem is computationally intractable even for simple systems. In our work we propose a control strategy that is based on a one-step approximate solution of the original problem. It is based on the cautious controller, but takes into account the fact, that identification takes place in the first step of control.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BC - Theory and management systems

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Workshop 2010

  • ISBN

    978-80-01-04513-8

  • ISSN

  • e-ISSN

  • Number of pages

    2

  • Pages from-to

  • Publisher name

    České vysoké učení technické v Praze

  • Place of publication

    Praha

  • Event location

    Praha

  • Event date

    Feb 22, 2010

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article