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Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems. (English) Zbl 0693.93084


MSC:

93E20 Optimal stochastic control
49J55 Existence of optimal solutions to problems involving randomness
93E15 Stochastic stability in control theory
93C10 Nonlinear systems in control theory
93B35 Sensitivity (robustness)
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