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Linear Quadratic Control Problem of Systems With Markov Jumps in Reverse Time and Observation With Anticipation of the Jumps

Daniel A. Gutierrez-Pachas, Eduardo F. Costa, Alessandro N. Vargas. Linear Quadratic Control Problem of Systems With Markov Jumps in Reverse Time and Observation With Anticipation of the Jumps. IEEE Trans. Automat. Contr., 69(4):2469-2475, April 2024. [doi]

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