Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem
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Publication:5267139
DOI10.1109/TAC.2002.800650zbMath1364.49044MaRDI QIDQ5267139
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Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Quadratic programming (90C20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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