Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients (Q2512024)

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Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
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    Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients (English)
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    7 August 2014
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    \(H^2\)-norms
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    linear stochastic systems
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    periodic coefficients
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    Riccati differential equations
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