Solution to the variation problem for information path functional of a controlled random process

DOI10.1016/j.jmaa.2006.12.039zbMath1194.93221OpenAlexW2075044138MaRDI QIDQ2371861

Vladimir S. Lerner

Publication date: 9 July 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.12.039

zbMATH Keywords

identificationcontrolstochasticsvariation principlemacrodynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (4)

An observer's information dynamics: acquisition of information and the origin of the cognitive dynamics ⋮ Macrodynamic Cooperative Complexity of Information Dynamics ⋮ The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process ⋮ INFORMATION MACRODYNAMIC MODEL AND INFORMATION STRUCTURE OF A MARKET ECONOMIC SYSTEM

Cites Work

• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• Introduction to information systems theory: concepts, formalism and applications
• Optimum Nonlinear Filters
• Dynamic approximation of a random information functional
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