Pages that link to "Item:Q5518903"

The following pages link to Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering (Q5518903):

Displaying 41 items.

• Optimal LQG controller for linear stochastic systems with unknown parameters (Q2271520) (← links)
• Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
• Sliding mode filtering for stochastic systems with polynomial state and observation equations (Q2410752) (← links)
• Model robustness of finite state nonlinear filtering over the infinite time horizon (Q2455062) (← links)
• A study of linear time-varying systems subject to stochastic disturbances (Q2522012) (← links)
• Dynamical equations for optimal nonlinear filtering (Q2527770) (← links)
• System identification. A survey (Q2547187) (← links)
• Stochastic optimal control for non-linear dynamical systems under noisy observations (Q2554298) (← links)
• Analytical methods for performance evaluation of nonlinear filters (Q2556062) (← links)
• On a robust version of the integral representation formula of nonlinear filtering (Q2570833) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Optimal Trend Following Trading Rules (Q2806822) (← links)
• OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) (← links)
• Central suboptimal<i>H</i>_∞filter design for nonlinear polynomial systems (Q2928566) (← links)
• Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation (Q2942194) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
• PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
• A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
• Discrete-time approximation of Wonham filters (Q4915277) (← links)
• Feedback controls for desired dynamical behaviours of a new stochastic ecosystem with regime switching (Q5018830) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• The stochastic filtering problem: a brief historical account (Q5245610) (← links)
• OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS (Q5245886) (← links)
• The Filtering Equations Revisited (Q5374158) (← links)
• A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
• Filtering of continuous-time Markov chains with noise-free observation and applications (Q5411902) (← links)
• On the optimal filtering of diffusion processes (Q5548695) (← links)
• Optimal Retirement Under Partial Information (Q5868936) (← links)
• On the stochastic differential equations of filtering theory (Q5899983) (← links)
• Likelihood ratios for signals in additive white noise (Q5904244) (← links)
• Likelihood ratios for signals in additive white noise (Q5906076) (← links)
• On the stochastic differential equations of filtering theory (Q5966360) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Attractive ellipsoid design for robust sliding‐mode observation error in stochastic nonlinear discrete‐time systems (Q6083763) (← links)
• Hybrid stochastic epidemic SIR models with hidden states (Q6171356) (← links)
• Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141) (← links)
• Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284) (← links)
• On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
• Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance (Q6641121) (← links)