Stochastic linear quadratic adaptive control for continuous-time first-order systems (Q1391146)

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Stochastic linear quadratic adaptive control for continuous-time first-order systems
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    Stochastic linear quadratic adaptive control for continuous-time first-order systems (English)
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    22 July 1998
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    weighted least-squares algorithm
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    linear quadratic
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    adaptive control
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    continuous-time stochastic systems
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    optimality
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    self-convergence
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    strong consistency
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