Optimality in probability and almost surely. the general scheme and a linear regulator problem (Q3141164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality in probability and almost surely. the general scheme and a linear regulator problem |
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Optimality in probability and almost surely. the general scheme and a linear regulator problem (English)
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19 January 1994
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stochastic control
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stochastic differential systems
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almost surely optimal policy
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optimal in probability
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stationary linear regulator
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overtaking optimality
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