Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence methods and singularly perturbed stochastic control and filtering problems |
scientific article |
Statements
Weak convergence methods and singularly perturbed stochastic control and filtering problems (English)
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18 October 1999
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functional occupation measure
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approximations
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averaging
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multiple time scale
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singularly perturbed nonlinear filtering
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weak convergence theory
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