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Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time

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Publication:3200131
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DOI10.1137/0328046zbMATH Open0714.49036OpenAlexW1987064381MaRDI QIDQ3200131

Author name not available (Why is that?)

Publication date: 1990

Published in: (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4b07e0bb9a81db9642bd5489533f826111d3af94



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Related Items (6)

A linear-quadratric control problem with discretionary stopping ⋮ On general multiple linear-quadratic control problems ⋮ Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints ⋮ Discrete-time optimal control problems with general constraints ⋮ A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems ⋮ On a Certain Parameter of the Discretized Extended Linear-Quadratic Problem of Optimal Control






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