Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622)

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Mixed optimal control for discrete-time stochastic systems with random coefficients
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    Mixed optimal control for discrete-time stochastic systems with random coefficients (English)
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    2 December 2022
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    random coefficients
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    mixed deterministic and random optimal control
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    forward and backward stochastic difference equations
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    Riccati-type difference equation
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