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Partial Information Linear Quadratic Control for Jump Diffusions.
Yaozhong Hu
Bernt Øksendal
Published in:
SIAM J. Control. Optim. (2008)
Keyphrases
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partial information
linear quadratic
vector valued
optimal control
incomplete information
closed loop
control system
gaussian model
dynamical systems
machine learning
image processing
special case
probabilistic model