Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (Q3986090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost |
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Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (English)
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27 June 1992
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stochastic optimal control
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linear stochastic differential equations
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homogeneous Markov process
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