A direct approach to linear-quadratic stochastic control (Q4554795)
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scientific article; zbMATH DE number 6976010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct approach to linear-quadratic stochastic control |
scientific article; zbMATH DE number 6976010 |
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A direct approach to linear-quadratic stochastic control (English)
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9 November 2018
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linear-quadratic Gaussian control
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Riccati equation for optimization
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stochastic control
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