Optimal linear stochastic control for systems with multiplicative noise (Q3893792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal linear stochastic control for systems with multiplicative noise |
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Optimal linear stochastic control for systems with multiplicative noise (English)
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1980
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multiplicative noise
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Bellman's principle of optimality
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matrix maximum principle
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