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Nonlinear filtering and stochastic control. Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1-10, 1981

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Publication:1170171
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zbMath0497.00018MaRDI QIDQ1170171

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Publication date: 1982

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)


zbMATH Keywords

ProceedingsStochastic controlNonlinear filteringC.I.M.E.Cortona/Italy


Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to systems and control theory (93-06) Conference proceedings and collections of articles (00Bxx)


Related Items (4)

Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems ⋮ Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions ⋮ Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint ⋮ Second-Order Necessary Conditions for Stochastic Optimal Control Problems







This page was built for publication: Nonlinear filtering and stochastic control. Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1-10, 1981

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