Solution of the matrix Riccati equation for the linear quadratic control problems (Q1596746)

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Solution of the matrix Riccati equation for the linear quadratic control problems
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    Solution of the matrix Riccati equation for the linear quadratic control problems (English)
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    5 May 2002
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    optimal control
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    linear quadratic control problems
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    matrix Riccati differential equation
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    terminal boundary condition
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