Analysis of systems with shot noise

DOI10.1016/0016-0032(72)90059-2zbMath0296.60022OpenAlexW1996944488MaRDI QIDQ1213692

Prentiss Robinson

Publication date: 1972

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(72)90059-2

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Solution of the stochastic control problem in unbounded domains ⋮ Time-optimal control in the presence of Poisson impulse noise

Cites Work

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• Optimal Discounted Stochastic Control for Diffusion Processes
• On a Matrix Riccati Equation of Stochastic Control
• Application of the Method of Lines to Parabolic Partial Differential Equations With Error Estimates

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