New approximation for the partially observed jump linear quadratic problem (Q5202950)

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scientific article; zbMATH DE number 4197907
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New approximation for the partially observed jump linear quadratic problem
scientific article; zbMATH DE number 4197907

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    New approximation for the partially observed jump linear quadratic problem (English)
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    1991
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    Jump linear quadratic problem
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    optimal solution
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