Singular linear quadratic optimal control for singular stochastic discrete‐time systems (Q5417273)

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scientific article; zbMATH DE number 6296150
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Singular linear quadratic optimal control for singular stochastic discrete‐time systems
scientific article; zbMATH DE number 6296150

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    Singular linear quadratic optimal control for singular stochastic discrete‐time systems (English)
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    16 May 2014
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    dynamic programming principle
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    LQ optimal control
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    singular systems
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    stochastic systems
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