Discrete time LQG controls with control dependent noise (Q1285495)

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scientific article; zbMATH DE number 1281025
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    Discrete time LQG controls with control dependent noise
    scientific article; zbMATH DE number 1281025

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      Discrete time LQG controls with control dependent noise (English)
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      28 April 1999
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      separation theorem
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      nonlinear stochastic systems
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      bilinear
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      generalized discrete time Riccati equation
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      LQG problem
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