Optimal, stabilizing control of a stochastic system driven by randomly correlated noise (Q3737353)

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scientific article; zbMATH DE number 3970659
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    Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
    scientific article; zbMATH DE number 3970659

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      Optimal, stabilizing control of a stochastic system driven by randomly correlated noise (English)
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      1986
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      linear stochastic system
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      constant feedback controllers
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      mean square and almost-sure asymptotic stability
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