ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (Q3487259)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem |
scientific article |
Statements
ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (English)
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1990
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stochastic linear regulator problem
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stochastic evolution equations
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\(\epsilon \) -optimal
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