Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (Q2229526)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system |
scientific article |
Statements
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (English)
0 references
18 February 2021
0 references
stochastic differential equation
0 references
stochastic differential system
0 references
optimal control
0 references
stochastic filtering
0 references
conditionally optimal filtering
0 references
Monte Carlo method
0 references
0 references
0 references
0 references
0 references