Stochastic linear quadratic control problem of switching systems with constraints (Q265681)

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scientific article; zbMATH DE number 6562553
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    Stochastic linear quadratic control problem of switching systems with constraints
    scientific article; zbMATH DE number 6562553

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      Stochastic linear quadratic control problem of switching systems with constraints (English)
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      4 April 2016
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      stochastic linear system
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      conditions of optimality
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      switching systems
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      transversality conditions
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