Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems
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Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55) Stochastic approximation (62L20) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
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