Linear square optimal control problem for stochastic difference equations with unknown parameters

10.1016/S0895-7177(97)00002-2

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Bibliographic Details
Main Authors:	Agarwal, R.P., Shaikhet, L.E.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Optimal control problem Square cost functional Stochastic difference equations Unknown parameters
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103500
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Institution:	National University of Singapore

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