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Towards fully probabilistic control design. (English) Zbl 0868.93022
It is given an alternative way that leads to a simpler form of design equations which are not anymore the general dynamic programming equations. The explicit randomized form of the closed-loop behavior depends on the solution of a functional equation and the Bayes rule related to the operator is used to explain in detail the complexity of such a task.

MSC:
93B51 Design techniques (robust design, computer-aided design, etc.)
93E99 Stochastic systems and control
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