Mean-optimality principle for systems with random jump structure (Q4750514)
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scientific article; zbMATH DE number 3807481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-optimality principle for systems with random jump structure |
scientific article; zbMATH DE number 3807481 |
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Mean-optimality principle for systems with random jump structure (English)
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1982
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linear-quadratic stochastic problem
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Hilbert space
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