Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran

Publication date: 1984

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

robust filtering piecewise deterministic processes Dynkin formula generalized dynamic programming

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Foundations of stochastic processes (60G05)

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