Nonlinear filtering and large deviations:a pde-control theoretic approach (Q3783923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering and large deviations:a pde-control theoretic approach |
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Nonlinear filtering and large deviations:a pde-control theoretic approach (English)
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1988
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asymptotic nonlinear filtering
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large deviation principle
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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convergence
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