Risk-sensitive estimation and a differential game (Q4324934): Difference between revisions

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Latest revision as of 23:55, 19 March 2024

scientific article; zbMATH DE number 729298
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English
Risk-sensitive estimation and a differential game
scientific article; zbMATH DE number 729298

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    Risk-sensitive estimation and a differential game (English)
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    21 March 1995
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    differential games
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    large deviation
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    state estimation
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    continuous time Gauss-Markov system
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    exponential cost
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