### Abstract

Examination of the linear-quadratic regulator problem in the case in which a random process being controlled contains unknown parameters. Under the assumption that the parameters have a Gaussian a priori distribution, it is shown that finding an optimum control involves solving an iinfinite system of ordinary differential equations. Some formulas are included that can be used in practice to find the first two approximations of the optimum control.

Original language | English |
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Title of host publication | Eng Cybern |

Pages | 181-188 |

Number of pages | 8 |

Volume | 10 |

Edition | 1 |

Publication status | Published - Jan 1972 |

### ASJC Scopus subject areas

- Engineering(all)

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## Cite this

Konev, V. V. (1972). ADAPTIVE CONTROL OF A LINEAR STOCHASTIC SYSTEM WITH INDEPENDENT PARAMETERS. In

*Eng Cybern*(1 ed., Vol. 10, pp. 181-188)