Adaptive Control Problems as MDPs
Adaptive control and identification theory for stochastic systems was developed in the last few decades and is now very mature. Many excellent textbooks exist, see e.g., [9, 165, 192, 193, 206]. There has been a continuing discussion of what adaptive control is. In general, the problems studied in this area involve systems whose structures and/or parameters are unknown and/or are time-varying, However, to precisely define adaptive control is not an easy job [9, 206].
KeywordsTransition Function Adaptive Control Optimal Policy Riccati Equation Reward Function
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