New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534): Difference between revisions

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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+On the Relation of Zakai’s and Mortensen’s Equations
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+General finite-dimensional risk-sensitive problems and small noise limits
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+Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
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+Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
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+Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws
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+A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup>
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