Adaptive control in the scalar linear-quadratic model in continuous time

DOI10.1016/0167-7152(92)90044-6zbMath0744.93090OpenAlexW1988814120MaRDI QIDQ1185540

Alain Le Breton

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90044-6

zbMATH Keywords

martingaleautoregressive parameteradaptive controls

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation

Cites Work

• Adaptive control of continuous-time linear stochastic systems
• Asymptotically Efficient Self-Tuning Regulators
• Optimal stochastic adaptive control with quadratic index
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
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