Optimization of control in a nonlinear stochastic system by a local criterion

zbMath0920.93041MaRDI QIDQ1390542

I. E. Kazakov

Publication date: 18 October 1998

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringoptimal stochastic controlstatistical linearization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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