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The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters - MaRDI portal

The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters (Q3343903)

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The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
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    The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters (English)
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    1984
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    continuous-time system
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    equivalent discrete-time system
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    stochastic parameters
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    first and second moments
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