Title :
An exact formula for a linear quadratic adaptive stochastic optimal control law
Author_Institution :
University of Kentucky, Lexington, Kentucky
Keywords :
Adaptive control; History; Optimal control; Programmable control; Stochastic processes;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272274