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Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control. (English) Zbl 0714.93060

MSC:
93E20 Optimal stochastic control
49K45 Optimality conditions for problems involving randomness
93C15 Control/observation systems governed by ordinary differential equations
93C05 Linear systems in control theory
60J75 Jump processes (MSC2010)
49N10 Linear-quadratic optimal control problems
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