On the evaluation of expected performance cost for partially observed closed-loop stochastic systems (Q5903314): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:08, 5 February 2024
scientific article; zbMATH DE number 3983037
Language | Label | Description | Also known as |
---|---|---|---|
English | On the evaluation of expected performance cost for partially observed closed-loop stochastic systems |
scientific article; zbMATH DE number 3983037 |
Statements
On the evaluation of expected performance cost for partially observed closed-loop stochastic systems (English)
0 references
1985
0 references
partially observed closed-loop stochastic systems
0 references
expected cost
0 references
linearized model
0 references
control variate
0 references
variance reduction
0 references
Monte Carlo estimation
0 references