Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

DOI10.1137/S0363012996310478zbMath0916.93084OpenAlexW2997572556MaRDI QIDQ4210184

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Publication date: 21 September 1998

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012996310478

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