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A minimum principle for stochastic control problems with output feedback |
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| Authors: | Huibert Kwakernaak |
| Affiliation: | Department of Applied Mathematics, Twente University of Technology, P.O. Box 217, 7500 AE Enschede, The Netherlands |
| Abstract: | |
| Keywords: | Stochastic differential equations Minimum principle Output feedback Stochastic optimal control |
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