A stochastic optimal feedback control problem with random-sized jumps (Q1200587)
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scientific article; zbMATH DE number 95525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic optimal feedback control problem with random-sized jumps |
scientific article; zbMATH DE number 95525 |
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A stochastic optimal feedback control problem with random-sized jumps (English)
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16 January 1993
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optimal feedback control
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partially observed linear system with noise
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