Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control problems in infinite horizon |
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Stochastic linear quadratic optimal control problems in infinite horizon (English)
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5 September 2018
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stochastic linear quadratic optimal control
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stabilizability
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open-loop solvability
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closed-loop solvability
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algebraic Riccati equation
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static stabilizing solution
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closed-loop representation
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