Stochastic optimal control under randomly varying distributed delays (Q4371315)

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scientific article; zbMATH DE number 1102829
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Stochastic optimal control under randomly varying distributed delays
scientific article; zbMATH DE number 1102829

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    Stochastic optimal control under randomly varying distributed delays (English)
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    1 July 1998
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    optimal stochastic control
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    linear quadratic control
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    random delays
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    dynamic programming
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