On the continuous time-varying JLQC (Q705930)

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On the continuous time-varying JLQC
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    On the continuous time-varying JLQC (English)
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    16 February 2005
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    Markovian jump linear quadratic control
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    Time-varying system
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    Jump linear system
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    Markov chains with discrete parameter
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    Linear systems
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    Linear-quadratic problems
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