A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering (Q4943741)

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scientific article; zbMATH DE number 1416967
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A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
scientific article; zbMATH DE number 1416967

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    A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering (English)
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    19 March 2000
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    max-plus algebra
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    nonlinear HJB equations
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    robust filtering
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