Optimal control of a class of nonlinear stochastic systems (Q3931287): Difference between revisions
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English | Optimal control of a class of nonlinear stochastic systems |
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Optimal control of a class of nonlinear stochastic systems (English)
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1981
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stochastic optimal control
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Bellman's principle of optimality
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separation principle of filtering and control
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bilinear stochastic systems
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