Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (Q3203604)
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scientific article
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English | Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales |
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Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (English)
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1990
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Riccati integral equations
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convergence of approximate solutions
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