Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces (Q3625686)

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Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
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    Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces (English)
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    6 May 2009
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    discrete-time stochastic systems
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    stochastic observability
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    Riccati equation
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    optimal control
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