Publication:3710444

zbMath0584.93073MaRDI QIDQ3710444

Harold J. Kushner

Publication date: 1985

zbMATH Keywords

Bellman equation; approximation; nonlinear filtering; controlled diffusion processes

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

60J60: Diffusion processes

49J55: Existence of optimal solutions to problems involving randomness

93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory