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"The equivalence between infinite-horizon optimal control of stochastic ..."

Thordur Runolfsson (1994)

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DOI: 10.1109/9.310029

access: closed

type: Journal Article

metadata version: 2021-10-21

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Thordur Runolfsson:
The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games. IEEE Trans. Autom. Control. 39(8): 1551-1563 (1994)

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