Optimal Adaptive Control—Contradiction in Terms or a Matter of Choosing the Right Cost Functional?

@article{Krstic2008OptimalAC,
  title={Optimal Adaptive Control—Contradiction in Terms or a Matter of Choosing the Right Cost Functional?},
  author={Miroslav Krstic},
  journal={IEEE Transactions on Automatic Control},
  year={2008},
  volume={53},
  pages={1942-1947}
}
Approaching the problem of optimal adaptive control as ldquooptimal control made adaptive,rdquo namely, as a certainty equivalence combination of linear quadratic optimal control and standard parameter estimation, fails on two counts: numerical (as it requires a solution to a Riccati equation at each time step) and conceptual (as the combination actually does not possess any optimality property). In this note, we present a particular form of optimality achievable in Lyapunov-based adaptive… CONTINUE READING