State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework (Q639931)

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State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework
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    State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework (English)
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    11 October 2011
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    stochastic optimal control
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    dynamic programming
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    cost cumulant control
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    cost density-shaping
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    earthquake engineering benchmark
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