{"title":"熵和对偶控制","authors":"O. Hijab","doi":"10.1109/CDC.1984.272249","DOIUrl":null,"url":null,"abstract":"The purpose of this paper is to show how the introduction of the concept of Shannon Information into Optimal Stochastic Control theory allows certain problems with partial observations to become tractable. In particular, adaptive control problems can be formulated sometimes as such problems; this leads to a class of adaptive regulators that extend the usual Linear Quadratic regulator. We start with a linear setting first.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Entropy and dual control\",\"authors\":\"O. Hijab\",\"doi\":\"10.1109/CDC.1984.272249\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this paper is to show how the introduction of the concept of Shannon Information into Optimal Stochastic Control theory allows certain problems with partial observations to become tractable. In particular, adaptive control problems can be formulated sometimes as such problems; this leads to a class of adaptive regulators that extend the usual Linear Quadratic regulator. We start with a linear setting first.\",\"PeriodicalId\":269680,\"journal\":{\"name\":\"The 23rd IEEE Conference on Decision and Control\",\"volume\":\"22 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1984-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The 23rd IEEE Conference on Decision and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1984.272249\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The 23rd IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1984.272249","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The purpose of this paper is to show how the introduction of the concept of Shannon Information into Optimal Stochastic Control theory allows certain problems with partial observations to become tractable. In particular, adaptive control problems can be formulated sometimes as such problems; this leads to a class of adaptive regulators that extend the usual Linear Quadratic regulator. We start with a linear setting first.