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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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Number of pages
2
Pages from-to
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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
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