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A stochastic optimal feedback control problem with random-sized jumps - MaRDI portal

A stochastic optimal feedback control problem with random-sized jumps (Q1200587)

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scientific article; zbMATH DE number 95525
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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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