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Q3997540 - MaRDI portal

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    publication date
    17 September 1992
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    Mathematics Subject Classification ID
    93E20
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    93-02
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    93B35
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    91A60
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    zbMATH DE Number
    48691
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    zbMATH Keywords
    risk-sensitive control
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    quadratic cost function
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    LQG theory
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    stochastic maximum principle
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    recursive methods of optimization
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    Riccati equation
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    author
    Peter Whittle
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