Taylor expansions of the value function associated with a bilinear optimal control problem (Q2316450)
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English | Taylor expansions of the value function associated with a bilinear optimal control problem |
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Taylor expansions of the value function associated with a bilinear optimal control problem (English)
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29 July 2019
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value function
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Hamilton-Jacobi-Bellman equation
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bilinear control systems
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Riccati equation
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generalized Lyapunov equations
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Fokker-Planck equation
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