Taylor expansions of the value function associated with a bilinear optimal control problem (Q2316450)

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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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