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scientific article
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scientific article

    Statements

    author
    Raymond W. Rishel
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    publication date
    1990
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    Mathematics Subject Classification ID
    93E20
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    90C39
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    90C40
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    60J25
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    zbMATH DE Number
    4204268
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    zbMATH Keywords
    continuous-time Markov processes
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    linear quadratic Gaussian problem
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