Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions

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Bibliographic Information

Title
"Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions"
Statement of Responsibility
Jingrui Sun, Jiongmin Yong
Publisher
  • Springer
Publication Year
  • c2020
Book size
24 cm

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Notes

Includes bibliographical references (p. 115-117) and index

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