An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem (Q3783190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem |
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An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem (English)
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1986
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variational approach
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optimality conditions
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discrete-time linear quadratic adaptive stochastic optimal control
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algorithm
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