Reverse-time modeling, optimal control and large deviations (Q1823218)
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English | Reverse-time modeling, optimal control and large deviations |
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Reverse-time modeling, optimal control and large deviations (English)
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1989
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deterministic optimal control
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large deviations theory
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exit trajectories
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reverse-time modeling
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diffusions
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Gauss-Markov discrete- time systems
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