On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (Q2566761)

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On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
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    On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (English)
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    28 September 2005
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    Riccati differential equation
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    Infinite dimension
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    Banach space
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    Markov jump linear system
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    Stochastic control
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