Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (Q3567518): Difference between revisions
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scientific article
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English | Cumulant Control Systems: The Cost-Variance, Discrete-Time Case |
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Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (English)
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17 June 2010
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random cost
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Kalman control gain formulas
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discrete-time systems
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Bellman's optimal cost recursion
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