Risk-sensitive filtering and smoothing via reference probability methods
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Publication:4373069
DOI10.1109/9.649727zbMath0907.93055MaRDI QIDQ4373069
John B. Moore, Subhrakanti Dey
Publication date: 14 February 1999
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.649727
93E11: Filtering in stochastic control theory
93E14: Data smoothing in stochastic control theory
93E20: Optimal stochastic control
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