On a Matrix Riccati Equation of Stochastic Control (Q5573782)
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scientific article; zbMATH DE number 3289939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Matrix Riccati Equation of Stochastic Control |
scientific article; zbMATH DE number 3289939 |
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On a Matrix Riccati Equation of Stochastic Control (English)
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1968
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matrix Riccati equation
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stochastic control
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filtering
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