Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed optimal control for discrete-time stochastic systems with random coefficients |
scientific article |
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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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