General finite-dimensional risk-sensitive problems and small noise limits (Q4876586)
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scientific article; zbMATH DE number 873814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General finite-dimensional risk-sensitive problems and small noise limits |
scientific article; zbMATH DE number 873814 |
Statements
General finite-dimensional risk-sensitive problems and small noise limits (English)
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5 May 1996
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Kalman filter
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risk-sensitive
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Zakai equation
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Benes filters
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differential games
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