most citedFeature-rich bifurcations in a simple electronic circuit

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math.OC2022

Optimal Control with Learning on the Fly: System with Unknown Drift

Daniel Gurevich, Debdipta Goswami, Charles L. Fefferman +1

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical sy…