Weak convergence methods and singularly perturbed stochastic control and filtering problems
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Publication:1306939
zbMath0931.93003MaRDI QIDQ1306939
Publication date: 18 October 1999
Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)
approximationsaveragingmultiple time scaleweak convergence theoryfunctional occupation measuresingularly perturbed nonlinear filtering
Filtering in stochastic control theory (93E11) Time-scale analysis and singular perturbations in control/observation systems (93C70) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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