Reducing the dimensionality of linear quadratic control problems (Q959725)

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scientific article; zbMATH DE number 5382204
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Reducing the dimensionality of linear quadratic control problems
scientific article; zbMATH DE number 5382204

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    Reducing the dimensionality of linear quadratic control problems (English)
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    12 December 2008
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    linear-quadratic control
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    Riccati equation
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    Riccati reduction
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    Kalman filtering
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    intertemporal optimization
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