Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon
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Publication:817394
DOI10.4310/CIS.2002.v2.n3.a4zbMath1119.93418OpenAlexW2313446956MaRDI QIDQ817394
Publication date: 16 March 2006
Published in: Communications in Information and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/cis.2002.v2.n3.a4
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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