A class of adaptive control problems solved via stochastic control

DOI10.1016/0167-6911(89)90096-0zbMath0684.93049OpenAlexW2013879136MaRDI QIDQ1825823

Ofer Zeitouni

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/3058

zbMATH Keywords

diffusion processes\(\epsilon \) -optimalpartially observed stochastic control problem

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Diffusion processes (60J60)

Cites Work

• On the joint nonlinear filtering-smoothing of diffusion processes
• An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
• Stabilization of Control Systems
• Representation of Martingales, Quadratic Variation and Applications
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