Stationary performance of linear stochastic systems under single step optimal control (Q3926473)

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Stationary performance of linear stochastic systems under single step optimal control
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    Stationary performance of linear stochastic systems under single step optimal control (English)
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    1982
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    linear stochastic systems
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    single step optimal control
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    finite time horizon
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    penalties on the squared inputs and outputs
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    positive real systems
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