Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering of partially observed systems arising in singular stochastic optimal control |
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Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (English)
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22 April 2022
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stochastic filtering
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singularly controlled systems
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reference probability measure
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Zakai equation
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Kushner-Stratonovich equation
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