Stochastic linear quadratic adaptive control for continuous-time first-order systems
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Publication:1391146
DOI10.1016/S0167-6911(97)00030-3zbMath0901.93076MaRDI QIDQ1391146
Publication date: 22 July 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
adaptive control; optimality; strong consistency; linear quadratic; continuous-time stochastic systems; self-convergence; weighted least-squares algorithm
93E24: Least squares and related methods for stochastic control systems
93E20: Optimal stochastic control
93E35: Stochastic learning and adaptive control
Cites Work
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