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Optimal Control of Stochastic System with Markovian Jumping and Multiplicative Noises 被引量:3

Optimal Control of Stochastic System with Markovian Jumping and Multiplicative Noises
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出处 《自动化学报》 EI CSCD 北大核心 2012年第7期1113-1118,共6页 Acta Automatica Sinica
基金 Supported by Outstanding Youth Foundation of Shandong Province (2007BS01014) and Nature Science Foundation of Shandong Province (ZR2009GM022)
关键词 随机系统 最优控制 乘性噪声 LYAPUNOV方程 RICCATI 马尔可夫过程 乘性白噪声 帕累托最优 Pareto solution, stochastic system, Markovian jumping, multiplicative noises, minimal solution
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