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JOURNALS // Differentsial'nye Uravneniya // Archive
Differ. Uravn., 1982 Volume 18, Number 4, Pages 607–614 (Mi de4512)
Ordinary Differential Equations

Optimal control of a linear system of stochastic differential equations with a quadratic performance index

I. P. Smirnov

Gor'kii State University

UDC: 517.977.55

Received: 03.12.1980



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