Synthesis of optimal strategies in random-duration stochastic control problems (Q599769)
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scientific article; zbMATH DE number 3644924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Synthesis of optimal strategies in random-duration stochastic control problems |
scientific article; zbMATH DE number 3644924 |
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Synthesis of optimal strategies in random-duration stochastic control problems (English)
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1977
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synthesis
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optimal strategies
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linear stochastic system
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quadratic functional
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stopping rule
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