Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925): Difference between revisions
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Revision as of 07:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems |
scientific article |
Statements
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (English)
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15 April 2008
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backward stochastic differential equation
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Feynman-Kac formula
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Kalman-Bucy filtering
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linear quadratic non-zero sum differential game
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recursive optimal control
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stability
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