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Latest revision as of 08:20, 17 July 2024

scientific article; zbMATH DE number 6976010
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English
A direct approach to linear-quadratic stochastic control
scientific article; zbMATH DE number 6976010

    Statements

    A direct approach to linear-quadratic stochastic control (English)
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    9 November 2018
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    linear-quadratic Gaussian control
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    Riccati equation for optimization
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    stochastic control
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