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An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law - MaRDI portal

An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law (Q3734290)

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An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
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    An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law (English)
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    1986
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    dual control
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    optimal adaptive stochastic control
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