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Commande adaptative sous-optimale de systèmes dynamiques stochastiques recurrents linéaires avec des paramètres variables inconnus. (French) Zbl 0321.93060

MSC:

93E20 Optimal stochastic control
93E10 Estimation and detection in stochastic control theory
93C40 Adaptive control/observation systems
60G35 Signal detection and filtering (aspects of stochastic processes)
93C05 Linear systems in control theory
93B30 System identification
93C55 Discrete-time control/observation systems
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