Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/99108
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorZhang, Zen_US
dc.creatorXu, Jen_US
dc.creatorLi, Xen_US
dc.date.accessioned2023-06-14T08:27:46Z-
dc.date.available2023-06-14T08:27:46Z-
dc.identifier.issn0005-1098en_US
dc.identifier.urihttp://hdl.handle.net/10397/99108-
dc.language.isoenen_US
dc.publisherPergamon Pressen_US
dc.rights© 2023 Elsevier Ltd. All rights reserved.en_US
dc.rights© 2023. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/en_US
dc.rightsThe following publication Zhang, Z., Xu, J., & Li, X. (2023). A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty. Automatica, 151, 110917 is available at https://doi.org/10.1016/j.automatica.2023.110917.en_US
dc.subjectDistributed stochastic approximationen_US
dc.subjectStochastic controlen_US
dc.subjectMultiplicative noiseen_US
dc.subjectUnknown statisticsen_US
dc.titleA distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertaintyen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.volume151en_US
dc.identifier.doi10.1016/j.automatica.2023.110917en_US
dcterms.abstractThis paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on control systems whose system matrices are associated with random parameters involving unknown statistical properties. We design a distributed stochastic approximation algorithm to tackle the Riccati equation and derive the optimal controller stabilizing the system. The convergence analysis is provided.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationAutomatica, May 2023, v. 151, 110917en_US
dcterms.isPartOfAutomaticaen_US
dcterms.issued2023-05-
dc.identifier.isiWOS:000947967800001-
dc.identifier.scopus2-s2.0-85148546418-
dc.identifier.artn110917en_US
dc.description.validate202306 bckwen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumbera2056, a2142-
dc.identifier.SubFormID46407, 46760-
dc.description.fundingSourceRGCen_US
dc.description.pubStatusPublisheden_US
dc.description.oaCategoryGreen (AAM)en_US
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