A Stochastic Optimal Control Technique for Models with Estimated Coefficients (Q4198423)

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scientific article; zbMATH DE number 3639539
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A Stochastic Optimal Control Technique for Models with Estimated Coefficients
scientific article; zbMATH DE number 3639539

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    A Stochastic Optimal Control Technique for Models with Estimated Coefficients (English)
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    1977
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    stochastic optimal control
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    estimated coefficients
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    optimal linear- quadratic control problem
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