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LQ control for Itô-type stochastic systems with input delays - MaRDI portal

LQ control for Itô-type stochastic systems with input delays (Q2350832)

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LQ control for Itô-type stochastic systems with input delays
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    LQ control for Itô-type stochastic systems with input delays (English)
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    25 June 2015
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    stochastic Itô system
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    linear quadratic (LQ) control
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    input delay
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    Riccati equation
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