Multi-time dynamic programming and Riccati equations (Q4955055)

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scientific article; zbMATH DE number 1457643
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Multi-time dynamic programming and Riccati equations
scientific article; zbMATH DE number 1457643

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    Multi-time dynamic programming and Riccati equations (English)
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    12 June 2000
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    optimal control
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    multi-time dynamic programming equations
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    Hamilton-Jacobi equation
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    Goursat-Darboux problem
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    Riccati equation
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