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Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system - MaRDI portal

Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (Q2229526)

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Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
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    Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (English)
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    18 February 2021
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    stochastic differential equation
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    stochastic differential system
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    optimal control
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    stochastic filtering
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    conditionally optimal filtering
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    Monte Carlo method
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