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"Embedding adaptive JLQG into LQ martingale control with a completely ..."

Mariken H. C. Everdij, Henk A. P. Blom (1996)

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DOI: 10.1109/9.486643

access: closed

type: Journal Article

metadata version: 2021-09-01

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Mariken H. C. Everdij, Henk A. P. Blom:
Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix. IEEE Trans. Autom. Control. 41(3): 424-430 (1996)

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