Publication:3716955
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zbMath0588.93070MaRDI QIDQ3716955
Publication date: 1986
asymptotic distributions; stochastic ordering; quadratic cost; white noise disturbances; Autonomous linear controlled systems
62E20: Asymptotic distribution theory in statistics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C05: Linear systems in control theory
93E20: Optimal stochastic control
93C99: Model systems in control theory
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