"Numerical solution of the finite horizon stochastic linear quadratic ..."

Tobias Damm, Hermann Mena, Tony Stillfjord (2017)

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DOI: 10.1002/NLA.2091

access: closed

type: Journal Article

metadata version: 2020-05-11

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Tobias Damm, Hermann Mena, Tony Stillfjord:
Numerical solution of the finite horizon stochastic linear quadratic control problem. Numer. Linear Algebra Appl. 24(4) (2017)

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