OPTIMAL STOCHASTIC LINEAR-SYSTEMS WITH EXPONENTIAL PERFORMANCE CRITERIA AND THEIR RELATION TO DETERMINISTIC DIFFERENTIAL GAMES

被引:455
作者
JACOBSON, DH
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D O I
10.1109/TAC.1973.1100265
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
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页码:124 / 131
页数:8
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