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20172020
most citedA splitting/polynomial chaos expansion approach for stochastic evolution equations

1 citations · 1 across the 2 of their papers we have counts for

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math.OC2020

Discounted Cost Linear Quadratic Gaussian Control for Descriptor Systems

Hermann Mena, Lena-Maria Pfurtscheller, Matthias Voigt

We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the de…