On the stochastic linear quadratic control problem with piecewise constant admissible controls
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Publication:2297398
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Cited in
(3)- Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling
- Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
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