Stochastic linear quadratic adaptive control for continuous-time first-order systems
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Publication:1391146
DOI10.1016/S0167-6911(97)00030-3zbMath0901.93076OpenAlexW2030441036MaRDI QIDQ1391146
Publication date: 22 July 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00030-3
adaptive controloptimalitystrong consistencylinear quadraticcontinuous-time stochastic systemsself-convergenceweighted least-squares algorithm
Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)
Related Items (2)
Adaptive control of continuous time stochastic systems ⋮ Adaptive sampled-data based linear quadratic optimal control of stochastic systems
Cites Work
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