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    Statements

    author
    Petr Mandl
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    publication date
    1987
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    zbMATH Keywords
    linear diffusion process
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    controlled drift
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    quadratic cost
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    asymptotic behaviour
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    Riccati equation
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    time-invariant
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60F99
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    60J60
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    93C05
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    zbMATH DE Number
    4039779
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