Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715)

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Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
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    Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (English)
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    8 March 2016
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    multi-channel
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    generalized Riccati equation
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    LQR
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    multiplicative noise
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    convergence
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