Stochastic Control and Related Topics

由于未知随机系统的辨识与控制是控制理论中的一个基本问题，我们打算继续对随机自适应控制进行研究。我们打算在之前工作的基础上，更广泛地研究部分观测、线性、有限维随机系统的自适应控制。研究自适应控制的一些相关问题是自优化控制的逼近、时变参数的辨识和渐近分布。

Since the identification and control of unknown stochastic systems is a basic problem in control theory, we intend to continue our research on stochastic adaptive control. We intend to study more extensively the adaptive control of partially observed, linear, finite dimensional stochastic systems based on our previous work. Some related problems of adaptive control for study are approximations to self- optimizing adaptive controls identification of time- varying parameters and asymptotic distributions.