Infinite horizon stochastic regulation and tracking with the overtaking criterion<sup>∗</sup> (Q3767241)

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Infinite horizon stochastic regulation and tracking with the overtaking criterion<sup>∗</sup>
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    Infinite horizon stochastic regulation and tracking with the overtaking criterion<sup>∗</sup> (English)
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    1987
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    linear stochastic control plant with incomplete information
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    infinite horizon
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    optimality criterion
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    overtaking criterion
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    deterministic tracking problem
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    minimal cost growth rate
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