Reverse-time modeling, optimal control and large deviations (Q1823218)

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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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