Jump linear quadratic Gaussian control in continuous time (Q5288496)
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scientific article; zbMATH DE number 269683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump linear quadratic Gaussian control in continuous time |
scientific article; zbMATH DE number 269683 |
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Jump linear quadratic Gaussian control in continuous time (English)
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12 August 1993
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linear quadratic Gaussian problem
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optimal quadratic control
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continuous- time linear systems
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finite-state Markov processes
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continuous-time
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