Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
type: Item
instance of: scholarly article
title: Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
zbMATH Open document ID: 0493.93047
DOI: 10.1080/17442508208833228
author: Wendell Fleming
author: Sanjoy K. Mitter
published in: Stochastics
publication date: 1982-01-01T00:00:00Z
full work available at URL: http://hdl.handle.net/1721.1/1009
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 3777366
zbMATH Keywords: connection between nonlinear filtering and optimal control
zbMATH Keywords: Zakai equation
zbMATH Keywords: dynamic programming equation
zbMATH Keywords: pathwise filtering
MaRDI profile type: Publication
OpenAlex ID: W1976142795
Wikidata QID: Q126242834
cites work: Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
cites work: Q4739761
cites work: The partial differential equation ut + uux = μxx
description: scientific article