This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control
of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By …

This note is concerned with the sampled-data based linear quadratic (LQ) adaptive control
of continuous-time systems with unknown Markov jump parameters. A parameter estimator …

The adaptive control of discrete time parameter linear stochastic systems with random
parameters is investigated. It is shown that systems whose (unknown) autoregressive …

For completely observed stochastic systems with unknown coefficients the adaptive controls
based on the least squares (LS) estimates are defined so that the quadratic costs are …

This paper studies the optimal control problem of sampled-data based control of linear
continuous switched systems with stochastic disturbance. The system under consideration is …

The problem of sampled-data (SD) based adaptive linear quadratic (LQ) optimal control is
considered for linear stochastic continuous-time systems with unknown parameters and …

This paper presents a continuous time stochastic linear quadratic (LQ) adaptive control
algorithm for completely observed linear stochastic systems with unknown parameters …

Optimal control for the canonical model of systems with linear dynamics and quadratic
operating costs (known as LQ systems) is a well-studied problem in the stochastic control …

Adaptive control is an approach used to deal with systems with uncertain or time-varying
parameters. A classical adaptive controller typically consists of a linear time-invariant (LTI) …

Recently, progress has been made on establishing the stability and performance of linear
stochastic systems when they are adaptively controlled in a certainty equivalent fashion …