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Quadratic programming and the single-controller stochastic game

✍ Scribed by Jerzy A Filar


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
590 KB
Volume
113
Category
Article
ISSN
0022-247X

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Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT