The digital optimal regulator and tracker for stochastic time-varying systems (Q4027828)

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The digital optimal regulator and tracker for stochastic time-varying systems
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    The digital optimal regulator and tracker for stochastic time-varying systems (English)
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    1 April 1993
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    stochastic dynamic programming
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    digital optimal regulator
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    linear time- varying systems
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    additive white noise
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    continuous-time
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