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Publication:3200962
zbMath0714.93048MaRDI QIDQ3200962
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionsmoothingvariational inequalityfilteringminimum principleZakai equationsapproximate minimum principlepartially observed Markov chains
Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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