2007
DOI: 10.1016/j.automatica.2007.01.023
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Adaptive critic methods for stochastic systems with input-dependent noise

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Cited by 20 publications
(46 citation statements)
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“…The proposed controller has been obtained directly by ideally solving the adaptive critic problem. In contrast to how the adaptive critic problem is usually used so as to derive the control law, certainty equivalence is not assumed in the cautious adaptive critic controller [18]. The control law is derived by minimization of the performance index (23), but with the uncertainty of the model estimates taken into consideration by treating the predicted state vector or output of the system as random variables.…”
Section: Adaptive Critic Controlmentioning
confidence: 99%
See 3 more Smart Citations
“…The proposed controller has been obtained directly by ideally solving the adaptive critic problem. In contrast to how the adaptive critic problem is usually used so as to derive the control law, certainty equivalence is not assumed in the cautious adaptive critic controller [18]. The control law is derived by minimization of the performance index (23), but with the uncertainty of the model estimates taken into consideration by treating the predicted state vector or output of the system as random variables.…”
Section: Adaptive Critic Controlmentioning
confidence: 99%
“…+ variance{η}, the sub-optimal performance index given in Equation (23) is shown to be given by [18] J…”
Section: Adaptive Critic Controlmentioning
confidence: 99%
See 2 more Smart Citations
“…The control input can be calculated using Equation (34) once the critic network and system state density models become available. The implementation of this two stage optimisation method can be performed efficiently by utilising the modular approach constituting of functional modules and algorithmic modules (Ferrari and Stengel, 2004;Lendaris et al, 2002;Herzallah, 2007). The main functional modules are the action and critic networks.…”
Section: Generalised Nonlinear Probabilistic Control Algorithmmentioning
confidence: 99%