Explicit solution for a vector-valued LQG homing problem (Q1941203): Difference between revisions

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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Multicriteria optimization
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+A different class of homing problems
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+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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+Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti
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