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