Risk-sensitive estimation and a differential game (Q4324934)
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scientific article; zbMATH DE number 729298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive estimation and a differential game |
scientific article; zbMATH DE number 729298 |
Statements
Risk-sensitive estimation and a differential game (English)
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21 March 1995
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differential games
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large deviation
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state estimation
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continuous time Gauss-Markov system
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exponential cost
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