New approximation for the partially observed jump linear quadratic problem (Q5202950)

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scientific article; zbMATH DE number 4197907
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    New approximation for the partially observed jump linear quadratic problem
    scientific article; zbMATH DE number 4197907

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      New approximation for the partially observed jump linear quadratic problem (English)
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      1991
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      Jump linear quadratic problem
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      optimal solution
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