Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q442567 |
||
| Property / author | |||
| Property / author: Harold J. Kushner / rank | |||
Revision as of 20:32, 14 February 2024
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)
0 references
18 October 1999
0 references
functional occupation measure
0 references
approximations
0 references
averaging
0 references
multiple time scale
0 references
singularly perturbed nonlinear filtering
0 references
weak convergence theory
0 references
