Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418)
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scientific article; zbMATH DE number 1455754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation |
scientific article; zbMATH DE number 1455754 |
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Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (English)
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2000
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Hamilton-Jacobi-Bellman equations
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Duncan-Mortensen-Zakai equation
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optimal control of partially observed systems
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viscosity solutions
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