Stability analysis and optimal control of stochastic singular systems (Q742403)

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scientific article; zbMATH DE number 6345734
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Stability analysis and optimal control of stochastic singular systems
scientific article; zbMATH DE number 6345734

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    Stability analysis and optimal control of stochastic singular systems (English)
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    18 September 2014
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    stochastic singular systems
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    mean-square stability
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    linear quadratic (LQ) control
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    stochastic generalized Riccati equation
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