A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters (Q3971555)

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A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
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    A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters (English)
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    25 June 1992
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    small random analysis
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    suboptimal controls
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    cost function
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