Analysis of systems with shot noise

DOI10.1016/0016-0032(72)90059-2MaRDI QIDQ1213692zbMATH OpenOpenAlexFDO

Authors Prentiss Robinson

Publication date 1972

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(72)90059-2

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10)

Cites work

• Application of the Method of Lines to Parabolic Partial Differential Equations With Error Estimates
• scientific article; zbMATH DE number 3209641 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• On a Matrix Riccati Equation of Stochastic Control
• Optimal Discounted Stochastic Control for Diffusion Processes

Cited in

(2)

• Solution of the stochastic control problem in unbounded domains
• Time-optimal control in the presence of Poisson impulse noise

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