Optimal adaptive LQG control for systems with finite state process parameters (Q3688189)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal adaptive LQG control for systems with finite state process parameters |
scientific article |
Statements
Optimal adaptive LQG control for systems with finite state process parameters (English)
0 references
1985
0 references
nonlinear filtering
0 references
''adaptive'' optimal stochastic control
0 references
Kushner- Stratonovich equation
0 references
Hamilton-Jacobi-Bellman equation
0 references
