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Stochastic \(H_2/H_\infty\) control with random coefficients
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    Stochastic \(H_2/H_\infty\) control with random coefficients (English)
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    11 November 2013
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    stochastic \(H_\infty\) control
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    stochastic \(H_2/H_\infty\) control
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    linear quadratic (LQ) optimal control
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    indefinite backward stochastic Riccati equation
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