Adaptive Dynamic Programming for Stochastic Systems With State and Control Dependent Noise

In this technical note, the adaptive optimal control problem is investigated for a class of continuous-time stochastic systems subject to multiplicative noise. A novel non-model-based optimal control design methodology is employed to iteratively update the control policy on-line by using directly th...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 61; no. 12; pp. 4170 - 4175
Main Authors:	Bian, Tao, Jiang, Yu, Jiang, Zhong-Ping
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.12.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive control Adaptive dynamic programming adaptive optimal control Adaptive systems Algorithm design and analysis Algorithms Convergence Dynamic programming Noise control Optimal control Robustness Stability analysis Stochastic processes Stochastic systems
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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