Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs |
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Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (English)
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17 February 2020
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stochastic LQ
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differential/algebraic Riccati equation
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mixed deterministic and random control
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singular LQ
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infinite-horizon
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