The linear quadratic problem for the Itô stochastic equation: an adaptive variant
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Publication:1881972
zbMath1099.93535MaRDI QIDQ1881972
Publication date: 18 October 2004
Published in: Automation and Remote Control (Search for Journal in Brave)
Linear-quadratic optimal control problems (49N10) Stochastic learning and adaptive control (93E35) Optimality conditions for problems involving randomness (49K45)
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