Optimal control of a class of nonlinear stochastic systems (Q3931287)

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Optimal control of a class of nonlinear stochastic systems
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    Optimal control of a class of nonlinear stochastic systems (English)
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    1981
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    stochastic optimal control
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    Bellman's principle of optimality
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    separation principle of filtering and control
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    bilinear stochastic systems
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