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zbMath0622.93080MaRDI QIDQ3760418

D. I. Gladkov, I. E. Kazakov

Publication date: 1987

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

zbMATH Keywords

algorithms feedback nonlinear filtering stochastic maximum principle optimal stochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Related Items (2)

Estimation of parameters in a system of stochastic differential equations from discrete observations ⋮ Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients

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