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The Stochastic Linear Quadratic Control Problem with Singular Estimates.

Cavit HafizogluIrena LasieckaTijana LevajkovicHermann MenaAmjad Tuffaha
Published in: SIAM J. Control. Optim. (2017)
Keyphrases
  • linear quadratic
  • optimal control
  • stochastic control
  • closed loop
  • vector valued
  • dynamical systems
  • control system
  • gaussian model
  • control strategy
  • machine learning
  • dynamic programming