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Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games.
Tyrone E. Duncan
Bozenna Pasik-Duncan
Published in:
CDC (2013)
Keyphrases
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linear quadratic
optimal control
closed loop
dynamical systems
vector valued
gaussian model
image segmentation
learning algorithm
image sequences
reinforcement learning
computational complexity
pairwise
dynamic programming
control strategy