@inproceedings{dc0ef26392d54f8890ece8ac805b6873,
title = "Adaptive optimal control for linear stochastic systems with additive noise",
abstract = "In this paper, an optimal control design scheme is proposed for continuous-time linear stochastic systems with unknown dynamics. Both signal-dependent noise and additive noise are considered. A non-model based optimal control design methodology is employed to iteratively update the control policy online by using the system state and input information. A new adaptive dynamic programming algorithm is developed, and the convergence result for the proposed methods is presented. The effectiveness of the obtained method is also illustrated by a practical simulation example of 2-DOF vehicle suspension control system.",
keywords = "Adaptive control, Adaptive dynamic programming, Optimal control, Stochastic system",
author = "Tao Bian and Jiang, {Zhong Ping}",
note = "Publisher Copyright: {\textcopyright} 2015 Technical Committee on Control Theory, Chinese Association of Automation.; 34th Chinese Control Conference, CCC 2015 ; Conference date: 28-07-2015 Through 30-07-2015",
year = "2015",
month = sep,
day = "11",
doi = "10.1109/ChiCC.2015.7260102",
language = "English (US)",
series = "Chinese Control Conference, CCC",
publisher = "IEEE Computer Society",
pages = "3011--3016",
editor = "Qianchuan Zhao and Shirong Liu",
booktitle = "Proceedings of the 34th Chinese Control Conference, CCC 2015",
}