Stochastic Control and Related Topics

由于未知随机系统的识别和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。 我们打算基于我们之前的工作，更广泛地研究部分可观测的、线性的、有限维随机系统的自适应控制。 供研究的自适应控制的一些相关问题是时变参数和渐近分布的自优化自适应控制识别的近似。

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.