Information macrodynamic modelling of a random process

DOI10.1080/00207720902953169zbMath1291.93331OpenAlexW2159497237MaRDI QIDQ5166650

Vladimir S. Lerner

Publication date: 8 July 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720902953169

zbMATH Keywords

consolidationstochasticsvariation principlemacrodynamicspath functionalcontrol and identification

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Cites Work

• The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• Cooperative information space distributed macromodels
• Macrodynamic Cooperative Complexity of Information Dynamics
• Introduction to information systems theory: concepts, formalism and applications
• Stochastic Control: A Function Space Approach
• Optimum Nonlinear Filters
• Dynamic approximation of a random information functional

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