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scientific article; zbMATH DE number 1984096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1984096 |
Statements
22 September 2003
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stochastic linear quadratic optimal control problems
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algebraic matrix equations
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generalized algebraic Riccati equation
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generalized algebraic Riccati system
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Kalman-Popov-Yakubovich system
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iterative procedure
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stabilizing solution
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