Optimal control for controllable stochastic linear systems (Q5854391)

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scientific article; zbMATH DE number 7323760
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Optimal control for controllable stochastic linear systems
scientific article; zbMATH DE number 7323760

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    Optimal control for controllable stochastic linear systems (English)
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    17 March 2021
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    linear-quadratic optimal control
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    Lagrange multiplier
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    optimal parameter
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    Riccati equation
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