The optimal feedback control of linear stochastic systems and the solutions of quasi-Riccati equations (Q3072877)
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scientific article; zbMATH DE number 5845912
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| English | The optimal feedback control of linear stochastic systems and the solutions of quasi-Riccati equations |
scientific article; zbMATH DE number 5845912 |
Statements
5 February 2011
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stochastic optimal control
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non-quadratic performance
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quasi-Riccati equation
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forward-backward stochastic equation
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0.8510739803314209
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0.850231945514679
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0.8486380577087402
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0.8484265208244324
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0.8458723425865173
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