A partial history of the early development of continuous-time nonlinear stochastic systems theory
DOI10.1016/j.automatica.2013.10.013zbMath1364.93866OpenAlexW2053642888MaRDI QIDQ2628408
Publication date: 2 June 2017
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2013.10.013
stochastic optimal controlnonlinear filteringergodic controlstochastic maximum principlestochastic stabilityviscosity solutionsexistence of optimal controlsdynamic programming principlecompactness methodsNisio semigroupapproximations to systemsexistence under partial observationsfiltering and control with wide bandwidth noisewide bandwidth noise
Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (10)
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