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Avtomatika i Telemekhanika, 1999, Issue 7, Pages 96–99 (Mi at118)  
Adaptive and Robust Systems

An adaptive version of a linear-quadratic problem for the stochastic Itô equation

V. G. Sragovich

Silesian University of Technology
Full-text PDF (129 kB)
Presented by the member of Editorial Board: B. T. Polyak

Received: 05.03.1997
Bibliographic databases:
Document Type: Article
UDC: 517.923
Language: Russian
Citation: V. G. Sragovich, “An adaptive version of a linear-quadratic problem for the stochastic Itô equation”, Avtomat. i Telemekh., 1999, no. 7, 96–99; Autom. Remote Control, 60:7 (1999), 983–985
Citation in format AMSBIB
\Bibitem{Sra99}
\by V.~G.~Sragovich
\paper An adaptive version of a linear-quadratic problem for the stochastic It\^o equation
\jour Avtomat. i Telemekh.
\yr 1999
\issue 7
\pages 96--99
\mathnet{http://mi.mathnet.ru/at118}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1817429}
\zmath{https://zbmath.org/?q=an:1099.93535}
\transl
\jour Autom. Remote Control
\yr 1999
\vol 60
\issue 7
\pages 983--985
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000084162900010}
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