Approximation of solutions of strongly nonstationary stochastic extremal problems in continuous time. I: Principles of design of algorithms (Q1052297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of solutions of strongly nonstationary stochastic extremal problems in continuous time. I: Principles of design of algorithms |
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Approximation of solutions of strongly nonstationary stochastic extremal problems in continuous time. I: Principles of design of algorithms (English)
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1982
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design algorithms
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stochastic extremal problems
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strong drift
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optimal filtering
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