Multiplicative stochastic systems: optimization and analysis (Q2358837)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiplicative stochastic systems: optimization and analysis |
scientific article |
Statements
Multiplicative stochastic systems: optimization and analysis (English)
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16 June 2017
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\(H_2/H_\infty\)-optimal control
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linear stochastic Itô equation
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matrix Riccati differential equations
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