Minimum energy estimation applied to the Lorenz attractor (Q2419392)

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Minimum energy estimation applied to the Lorenz attractor
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    Minimum energy estimation applied to the Lorenz attractor (English)
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    13 June 2019
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    infinite horizon stochastic optimal control
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    finite horizon stochastic optimal control
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    stochastic Hamilton-Jacobi-Bellman equations
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    stochastic algebraic Riccati equations
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    stochastic differential Riccati equations
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    stochastic linear quadratic regulator
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