Optimal selection of observation times in the linear-quadratic Gaussian control problem (Q1161720): Difference between revisions

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Optimal selection of observation times in the linear-quadratic Gaussian control problem
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    Optimal selection of observation times in the linear-quadratic Gaussian control problem (English)
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    1983
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    linear-quadratic Gaussian control problem
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    dynamic programming
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    functional equation
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    observation cost
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    quadratic cost
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    optimal observation times
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