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zbMath0618.93073MaRDI QIDQ3755343

Raymond W. Rishel

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithm sufficient statistics Nonlinear filtering discrete-time nonlinear stochastic adaptive optimal control The algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Sufficient statistics and fields (62B05)

Related Items (1)

The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events

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