ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (Q3487259): Difference between revisions
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Revision as of 11:51, 16 February 2024
scientific article
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English | ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem |
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ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (English)
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1990
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stochastic linear regulator problem
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stochastic evolution equations
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\(\epsilon \) -optimal
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