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zbMath0567.65045MaRDI QIDQ3683454

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian noise Riccati equation optimal controller LQ-problem matrix triangularization quadratic cost function

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55)

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