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zbMath0478.93067MaRDI QIDQ3936619

Sergei Ya. Makhno

Publication date: 1981

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

zbMATH Keywords

stochastic optimal control stochastic differential equations nonlinear filtration partially observed systems conditionally Gaussian stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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