Forward–backward linear quadratic stochastic optimal...

Systems & Control Letters 2012 Vol. 61; Iss. 5

Forward–backward linear quadratic stochastic optimal control problem with delay

Jianhui Huang, Xun Li, Jingtao Shi
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Volume:
61
Year:
2012
Language:
english
Pages:
8
DOI:
10.1016/j.sysconle.2012.02.010
File:
PDF, 261 KB
english, 2012
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