Pages that link to "Item:Q5518903"
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The following pages link to Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering (Q5518903):
Displaying 50 items.
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise (Q315115) (← links)
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction (Q402006) (← links)
- Optimal controller for stochastic polynomial systems with state-dependent polynomial input (Q411165) (← links)
- Mean-square data-based controller for nonlinear polynomial systems with multiplicative noise (Q454850) (← links)
- The early days of geometric nonlinear control (Q466450) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773) (← links)
- Joint state filtering and parameter estimation for linear stochastic time-delay systems (Q551599) (← links)
- Maximum likelihood estimator for hidden Markov models in continuous time (Q625302) (← links)
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- Optimal filtering for incompletely measured polynomial systems with multiplicative noise (Q733709) (← links)
- Adaptation and tracking in system identification - a survey (Q751601) (← links)
- An optimal monitor of the electroencephalographic sigma sleep state (Q798581) (← links)
- Extending the theory of Liptser-Shiryaev filters (Q827963) (← links)
- An ergodic theorem for filtering with applications to stability (Q875141) (← links)
- Optimal controller for uncertain stochastic polynomial systems (Q924048) (← links)
- Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
- Tracking and identification of regime-switching systems using binary sensors (Q1023359) (← links)
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
- Finite dimensional predictors for hidden Markov chains (Q1195844) (← links)
- Partitioned estimation algorithms. I: Nonlinear estimation (Q1215373) (← links)
- Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances (Q1217442) (← links)
- Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach (Q1229187) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
- Pathwise approximation and simulation for the Zakai filtering equation through operator splitting (Q1346980) (← links)
- Asymptotic filtering for finite state Markov chains (Q1363461) (← links)
- Dissipative control of a three-species food chain stochastic system with a hidden Markov chain (Q1628664) (← links)
- Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds (Q1641951) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Nonlinear filtering problems with finite-dimensional matrix estimation algebras (Q1821080) (← links)
- The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system (Q1839232) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- Long-run risk and hidden growth persistence (Q1994292) (← links)
- Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802) (← links)
- EM algorithm for stochastic hybrid systems (Q2040945) (← links)
- Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
- Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
- Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
- Asset pricing under smooth ambiguity in continuous time (Q2088605) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
- Exponential contraction of switching jump diffusions with a hidden Markov chain (Q2244604) (← links)
- State estimation for partially observed Markov chains (Q2264204) (← links)