Stochastic optimal control of a descriptor system (Q2215287)

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Stochastic optimal control of a descriptor system
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    Stochastic optimal control of a descriptor system (English)
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    11 December 2020
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    stochastic differential algebraic equation
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    Wiener random process
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    quadratic cost functional
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    stochastic optimal control
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    radio engineering filter
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    transient state
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