On the ergodic and the adaptive control of stochastic differential delay systems

DOI10.1007/BF02193098zbMath0801.60048OpenAlexW2086976008MaRDI QIDQ1331122

Łukasz Stettner, Bozenna Pasik-Duncan, Tyrone E. Duncan

Publication date: 9 August 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02193098

zbMATH Keywords

ergodic controlstochastic functional differential equationsstochastic adaptive controlalmost self-optimizing adaptive controls

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Related Items

Adaptive control of continuous time stochastic systems

Cites Work

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