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A general linear quadratic stochastic control and information value - MaRDI portal

A general linear quadratic stochastic control and information value (Q2166430)

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A general linear quadratic stochastic control and information value
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    A general linear quadratic stochastic control and information value (English)
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    24 August 2022
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    general linear quadratic control
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    Lyapunov-Riccati system
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    randomness index
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    value function
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    information value
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