scientific article; zbMATH DE number 2511

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zbMath0850.93884MaRDI QIDQ4711465

Publication date: 25 June 1992

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zbMATH Keywords

Bellman equation quadratic cost probabilistic approximate method scalar linear partially observed system

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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