Optimal control problem of stochastic systems (Q2026686)
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scientific article; zbMATH DE number 7350142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problem of stochastic systems |
scientific article; zbMATH DE number 7350142 |
Statements
Optimal control problem of stochastic systems (English)
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20 May 2021
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optimal control
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feedback
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Bellman function
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Riccati equation
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Wiener process
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stochastic system
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