ADAPTIVE CONTROL FOR CONTINUOUS TIME STOCHASTIC SYSTEMS WITH QUADRATIC LOSS FUNCTION

Acta mathematica scientia,Series B ›› 1984, Vol. 4 ›› Issue (1): 51-70.

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ADAPTIVE CONTROL FOR CONTINUOUS TIME STOCHASTIC SYSTEMS WITH QUADRATIC LOSS FUNCTION

H. F. Chen

Institute of Systems Science, Academia Sinica and Department of Electrical Eng ineering, McGill Unlversity, Canada

Received:1982-09-25 Online:1984-03-25 Published:1984-03-25

Abstract

H. F. Chen. ADAPTIVE CONTROL FOR CONTINUOUS TIME STOCHASTIC SYSTEMS WITH QUADRATIC LOSS FUNCTION[J].Acta mathematica scientia,Series B, 1984, 4(1): 51-70.

ADAPTIVE CONTROL FOR CONTINUOUS TIME STOCHASTIC SYSTEMS WITH QUADRATIC LOSS FUNCTION

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