NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem

Michael Athans

Chapter in NBER book Annals of Economic and Social Measurement, Volume 1, number 4 (1972), Sanford V. Berg, editor (p. 446 - 488)
Published in October 1972 by NBER

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