On stochastic Riccati equations for the stochastic LQR problem (Q2504510)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic Riccati equations for the stochastic LQR problem |
scientific article |
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On stochastic Riccati equations for the stochastic LQR problem (English)
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25 September 2006
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stochastic Riccati equation
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linear quadratic regulator
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Brownian motion
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