Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes (Q3956832)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes |
scientific article |
Statements
Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes (English)
0 references
1982
0 references
connection between nonlinear filtering and optimal control
0 references
Zakai equation
0 references
dynamic programming equation
0 references
pathwise filtering
0 references
