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A dual approach to a linear smoothing problem - MaRDI portal

A dual approach to a linear smoothing problem (Q1132834)

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scientific article; zbMATH DE number 3654020
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English
A dual approach to a linear smoothing problem
scientific article; zbMATH DE number 3654020

    Statements

    A dual approach to a linear smoothing problem (English)
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    1979
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    linear smoothing problem
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    duality
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    optimal regulator
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    stochastic differential equations
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