Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157)

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Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
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    Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (English)
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    1 October 2004
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    stochastic optimal control
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    generalized differential Riccati equation
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