On a Matrix Riccati Equation of Stochastic Control (Q5573782): Difference between revisions

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Latest revision as of 00:05, 20 March 2024

scientific article; zbMATH DE number 3289939
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On a Matrix Riccati Equation of Stochastic Control
scientific article; zbMATH DE number 3289939

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    On a Matrix Riccati Equation of Stochastic Control (English)
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    1968
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    matrix Riccati equation
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    stochastic control
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    filtering
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