RISK MINIMIZATION BY LINEAR FEEDBACK (Q3863641)

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RISK MINIMIZATION BY LINEAR FEEDBACK
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    RISK MINIMIZATION BY LINEAR FEEDBACK (English)
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    1979
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    optimal feedback stochastic control
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    quadratic cost functional
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    econometric model
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    mathematical optimization methods
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    quantitative economic policy
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    dynamic economic planning
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    data from the German economy
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    numerical determination of optimal policies
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