On asymmetric stochastic bang-bang control† (Q3931157): Difference between revisions

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On asymmetric stochastic bang-bang control†
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    On asymmetric stochastic bang-bang control† (English)
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    1981
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    asymmetric control
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    Ito rule
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    linear regulator
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    integral powerloss
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    stochastic Wiener control problems
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    final value-control
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    quadratic regulator with loss
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    complete observation problem with loss
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