Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327)

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Control variable parameterization and optimization method for stochastic linear quadratic models
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    Control variable parameterization and optimization method for stochastic linear quadratic models (English)
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    2 September 2022
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    uncertain optimal control
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    linear quadratic
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    Riccati differential equation
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    parametric optimization
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    control parameter
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