Article ID: | iaor20014022 |
Country: | Netherlands |
Volume: | 130 |
Issue: | 1 |
Start Page Number: | 99 |
End Page Number: | 110 |
Publication Date: | Apr 2001 |
Journal: | European Journal of Operational Research |
Authors: | Fruchter Gila E. |
The general approach to adaptive and dual control is to formulate an optimal stochastic control problem. However, for such an approach only mathematical representations of the solution are available which allow little insight into the structure of the optimal controller. Here, an alternative deterministic approach is presented based upon determining a control in which a disturbance attenuation function remains bounded for all allowable (