Stochastic linear quadratic control problem of switching systems with constraints (Q265681): Difference between revisions

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Revision as of 16:21, 8 December 2024

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Stochastic linear quadratic control problem of switching systems with constraints
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    Stochastic linear quadratic control problem of switching systems with constraints (English)
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    4 April 2016
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    stochastic linear system
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    conditions of optimality
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    switching systems
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    transversality conditions
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