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Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems.
Dual control theory. Part I & II
Feldbaum, A.A. (1961) · 1961
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Dynamic programming
Bellman, R. (1966) · 1966
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An actively adaptive control for linear systems with random parameters via the dual control approach
Tse, E. and Bar-Shalom, Y. (1973) · 1973
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Implicit dual control for general stochastic systems
Bayard, D.S. and Eslami, M. (1985) · 1985
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System Identification: Theory for the User
Ljung, L. (1986) · 1986
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Experiments with reinforcement learning in problems with continuous state and action spaces
Santamaría, J.C., Sutton, R.S., and Ram, A. (1997) · 1997
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Survey of adaptive dual control methods
Filatov, N. and Unbehauen, H. (2000) · 2000
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Pattern Recognition and Machine Learning
Bishop, C.M. (2006) · 2006
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An analytic solution to discrete Bayesian reinforcement learning
Poupart, P., Vlassis, N., Hoey, J., and Regan, K. (2006) · 2006
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Adaptive Control
Åström, K.J. and Wittenmark, B. (2008) · 2008
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PILCO: A model-based and data-efficient approach to policy search
Deisenroth, M.P. and Rasmussen, C.E. (2011) · 2011
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Persistently exciting model predictive control
Marafioti, G., Bitmead, R.R., and Hovd, M. (2014) · 2014
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Adaptive receding horizon control for constrained MIMO systems
Tanaskovic, M., Fagiano, L., Smith, R., and Morari, M. (2014) · 2014
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Economic multi-stage output feedback nmpc using the unscented kalman filter
Subramanian, S., Lucia, S., and Engell, S. (2015) · 2015
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Dual control for approximate Bayesian reinforcement learning
Klenske, E.D. and Hennig, P. (2016) · 2016
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Dynamic Programming and Optimal Control
Bertsekas, D.P. (2017) · 2017
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Dual adaptive model predictive control
Heirung, T.A.N., Ydstie, B.E., and Foss, B. (2017) · 2017
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Stochastic model predictive control with active uncertainty learning: A survey on dual control
Mesbah, A. (2018) · 2018
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Reinforcement Learning: An Introduction
Sutton, R.S. and Barto, A.G. (2018) · 2018
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Scenario based implicit dual model predictive control
Hanssen, K.G. and Foss, B. (2015) · 2015
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Dual robust nonlinear model predictive control: A multi-stage approach
Thangavel, S., Lucia, S., Paulen, R., and Engell, S. (2018) · 2018
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