Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647)
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scientific article; zbMATH DE number 7186887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations |
scientific article; zbMATH DE number 7186887 |
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Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (English)
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7 April 2020
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stochastic differential equation (SDE)
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hypoellipticity
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estimation
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optimal control theory
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linear-quadratic theory
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Pontryagin maximum principle
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