Discrete-time stochastic adaptive control with small observation noise

DOI10.1007/BF01182326zbMath0767.93085MaRDI QIDQ1188291

Qing Zhang, Ulrich G. Haussmann

Publication date: 13 August 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

discrete-time stochastic systemnumerically experiments

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (1)

Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods^∗

Cites Work

• Dynamic programming and stochastic control
• Stochastic adaptive control with small observation noise
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