Existence and uniqueness of risk-sensitive estimates

DOI10.1109/TAC.2002.804458zbMath1364.93810OpenAlexW2113245966MaRDI QIDQ5267036

Thomas Wanner, James Ting-Ho Lo

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2002.804458

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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