Solution of the limited risk problem without rank conditions
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)
Part II: Research Reports
KeywordsRank Condition Stochastic Control Standard Brownian Motion Linear Feedback Control Feasible Control
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag 1979