On Deterministic and Stochastic Linear Quadratic Control Problems (Q2949286)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Deterministic and Stochastic Linear Quadratic Control Problems |
scientific article |
Statements
On Deterministic and Stochastic Linear Quadratic Control Problems (English)
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8 October 2015
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LQR
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LQG
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stochastic control
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RDEs
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SRDEs
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