On the continuous time-varying JLQC (Q705930)

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scientific article; zbMATH DE number 2134371
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    On the continuous time-varying JLQC
    scientific article; zbMATH DE number 2134371

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      On the continuous time-varying JLQC (English)
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      16 February 2005
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      Markovian jump linear quadratic control
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      Time-varying system
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      Jump linear system
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      Markov chains with discrete parameter
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      Linear systems
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      Linear-quadratic problems
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