Multitarget linear-quadratic control problem: semi-infinite interval (Q1954887)

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Multitarget linear-quadratic control problem: semi-infinite interval
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    Multitarget linear-quadratic control problem: semi-infinite interval (English)
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    11 June 2013
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    Summary: We consider multitarget linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex.
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