Adaptive Robust Control in Continuous Time (Q5158383)
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scientific article; zbMATH DE number 7412918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Robust Control in Continuous Time |
scientific article; zbMATH DE number 7412918 |
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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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