Stochastic linear quadratic regulation for discrete-time linear systems with input delay (Q1036676)

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Stochastic linear quadratic regulation for discrete-time linear systems with input delay
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    Stochastic linear quadratic regulation for discrete-time linear systems with input delay (English)
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    13 November 2009
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    discrete-time systems
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    stochastic parameter uncertainties
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    linear quadratic regulation
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    Riccati difference equations
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