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"Embedding adaptive JLQG into LQ martingale control with a completely ..."
Mariken H. C. Everdij, Henk A. P. Blom (1996)
- Mariken H. C. Everdij, Henk A. P. Blom:
Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix. IEEE Trans. Autom. Control. 41(3): 424-430 (1996)
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