Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem (Q3765638)

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Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem
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    Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem (English)
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    1986
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    matrix differential Riccati equation
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    decomposition
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    matrix algebraic Riccati equations
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    linear-quadratic optimal control
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