| Article ID: | iaor19971723 |
| Country: | Netherlands |
| Volume: | 73 |
| Issue: | 2 |
| Start Page Number: | 252 |
| End Page Number: | 264 |
| Publication Date: | Mar 1994 |
| Journal: | European Journal of Operational Research |
| Authors: | Christopeit N. |
| Keywords: | control processes |
This paper studies the asymptotic behaviour of a 1-dimensional nonlinear stochastic differential equation which arises in the control of linear diffusions with unobservable drift. As application, performance of adaptive control laws over an infinite time horizon is investigated.