Optimal control for controllable stochastic linear systems (Q5854391)
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scientific article; zbMATH DE number 7323760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for controllable stochastic linear systems |
scientific article; zbMATH DE number 7323760 |
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Optimal control for controllable stochastic linear systems (English)
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17 March 2021
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linear-quadratic optimal control
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Lagrange multiplier
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optimal parameter
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Riccati equation
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