Reverse-time modeling, optimal control and large deviations
type: Item
instance of: scholarly article
title: Reverse-time modeling, optimal control and large deviations
zbMATH Open document ID: 0679.93070
DOI: 10.1016/0167-6911(89)90045-5
author: Michael R. Frater
author: R. A. Kennedy
author: Brian D. O. Anderson
published in: Systems \& Control Letters
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 4114536
zbMATH Keywords: deterministic optimal control
zbMATH Keywords: large deviations theory
zbMATH Keywords: exit trajectories
zbMATH Keywords: reverse-time modeling
zbMATH Keywords: diffusions
zbMATH Keywords: Gauss-Markov discrete- time systems
MaRDI profile type: Publication
full work available at URL: 0167-6911(89)90045-5
OpenAlex ID: W956428886
cites work: Exit problem and control theory
cites work: Reverse-time diffusion equation models
cites work: Optimal state estimation in high noise
cites work: Optimal control problems over large time intervals
cites work: A further note on backwards Markovian models (Corresp.)
cites work: Correction
cites work: Q5619754
cites work: Large deviations and rare events in the study of stochastic algorithms
cites work: Residence time control
description: scientific article; zbMATH DE number 4114536