Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420)

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Solution to stochastic LQ control problem for Itô systems with state delay or input delay
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    Solution to stochastic LQ control problem for Itô systems with state delay or input delay (English)
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    16 May 2018
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    LQ control
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    state delay
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    input delay
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    Itô stochastic system
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    value function
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