Pontryagin equations for non-linear dynamic systems with random structure. (Q1875172)

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scientific article; zbMATH DE number 2095003
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Pontryagin equations for non-linear dynamic systems with random structure.
scientific article; zbMATH DE number 2095003

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    Pontryagin equations for non-linear dynamic systems with random structure. (English)
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    26 August 2004
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    Fokker-Planck equation
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    finite-state hidden Markov model
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