Linear Quadratic Optimal Stochastic Control with Random Coefficients
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Publication:4096849
DOI10.1137/0314028zbMath0331.93086OpenAlexW2082094090WikidataQ100510159 ScholiaQ100510159MaRDI QIDQ4096849
Publication date: 1976
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0314028
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15)
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