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Latest revision as of 22:20, 13 July 2024

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Stochastic linear quadratic optimal control with constraint for discrete-time systems
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    Stochastic linear quadratic optimal control with constraint for discrete-time systems (English)
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    9 June 2017
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    discrete-time stochastic systems
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    linear quadratic optimal control
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    linear terminal constraint
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    Lagrange multiplier theorem
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