Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (Q3203604): Difference between revisions

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Latest revision as of 13:19, 21 June 2024

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Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
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    Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (English)
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    1990
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    Riccati integral equations
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    convergence of approximate solutions
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