Über ein gesteuertes zweiparametrisches stochastisches differenzensystem

DOI10.1080/02331888708802020zbMath0626.93079OpenAlexW2039668596MaRDI QIDQ3030708

Wilfried Grecksch

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802020

zbMATH Keywords

filteringstochastic difference equationstwo-dimensional discrete stochastic fields

Mathematics Subject Classification ID

Random fields (60G60) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Additive difference equations (39A10) Optimality conditions for problems involving randomness (49K45) Stochastic analysis (60H99) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Conjugate convex functions in optimal control and the calculus of variations
• Introduction to stochastic control theory
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