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Optimal stationary control for dynamic systems with Markov perturbations. (English) Zbl 0525.93070

MSC:
93E20 Optimal stochastic control
60J25 Continuous-time Markov processes on general state spaces
93E15 Stochastic stability in control theory
60G35 Signal detection and filtering (aspects of stochastic processes)
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
93C99 Model systems in control theory
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References:
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[2] Wonham W.M., Probabilistic methods in Applied Math 2 (1970)
[3] Katz I., P.M.m 24 pp 809– (1960)
[4] Morozan T., Morozan, Stability of systems with random parameters (in romanian) (1969) · Zbl 0195.16201
[5] Morozan T., Revue Roum.Math.Pures et Appl 24 (1) pp 101– (1979)
[6] Morozan T., Stochastic Analysis and Appl 1 (1) (1983)
[7] Nhu Pham T., Revue Roum.Math.Pures et Appl 24 (1) pp 169– (1979)
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