A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A partial history of the early development of continuous-time nonlinear stochastic systems theory |
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A partial history of the early development of continuous-time nonlinear stochastic systems theory (English)
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2 June 2017
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stochastic optimal control
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viscosity solutions
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dynamic programming principle
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Nisio semigroup
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existence of optimal controls
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existence under partial observations
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compactness methods
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wide bandwidth noise
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approximations to systems
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nonlinear filtering
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stochastic stability
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stochastic maximum principle
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ergodic control
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filtering and control with wide bandwidth noise
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