The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292)

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scientific article; zbMATH DE number 6437097
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The Norm Optimal Control Problem for Stochastic Linear Control Systems
scientific article; zbMATH DE number 6437097

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    The Norm Optimal Control Problem for Stochastic Linear Control Systems (English)
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    19 May 2015
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    norm optimal control
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    stochastic linear control systems
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    controllability
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    filtration
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