Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939)
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scientific article; zbMATH DE number 1350761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence methods and singularly perturbed stochastic control and filtering problems |
scientific article; zbMATH DE number 1350761 |
Statements
Weak convergence methods and singularly perturbed stochastic control and filtering problems (English)
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18 October 1999
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functional occupation measure
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approximations
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averaging
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multiple time scale
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singularly perturbed nonlinear filtering
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weak convergence theory
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0.91341054
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0.9074796
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0.9064992
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0.9036524
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0.90333664
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