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"Stochastic linear-quadratic optimal control problems - Recent developments."

Jingrui Sun, Jiongmin Yong (2023)

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DOI: 10.1016/J.ARCONTROL.2023.100899

access: closed

type: Journal Article

metadata version: 2024-01-01

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Jingrui Sun, Jiongmin Yong:
Stochastic linear-quadratic optimal control problems - Recent developments. Annu. Rev. Control. 56: 100899 (2023)

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