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Revision as of 19:03, 5 March 2024

scientific article; zbMATH DE number 7412918
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English
Adaptive Robust Control in Continuous Time
scientific article; zbMATH DE number 7412918

    Statements

    Adaptive Robust Control in Continuous Time (English)
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    22 October 2021
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    adaptive robust control
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    model uncertainty
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    stochastic control
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    time-consistency
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    dynamic programming
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    optimal acquisition
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    online learning
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    algorithmic trading
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