Some properties of the dual adaptive stochastic control algorithm (Q3946059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of the dual adaptive stochastic control algorithm |
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Some properties of the dual adaptive stochastic control algorithm (English)
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1981
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linear discrete-time stochastic control problem
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white noise random coefficients
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quadratic cost term
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dual control algorithm
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certainty equivalent control
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infinite horizon
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