Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327)
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English | Control variable parameterization and optimization method for stochastic linear quadratic models |
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Control variable parameterization and optimization method for stochastic linear quadratic models (English)
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2 September 2022
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uncertain optimal control
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linear quadratic
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Riccati differential equation
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parametric optimization
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control parameter
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