Discrete-time indefinite LQ control with state and control dependent noises (Q1864788)

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Discrete-time indefinite LQ control with state and control dependent noises
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    Discrete-time indefinite LQ control with state and control dependent noises (English)
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    23 March 2003
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    indefinite stochastic LQ control
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    discrete time
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    multiplicative noise
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    generalized difference Riccati equation
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    linear matrix inequality
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