scientific article; zbMATH DE number 4004050

MaRDI QIDQ3755343zbMATH OpenFDO

Authors Raymond W. Rishel

Publication date 1986

zbMATH Keywords

algorithmsufficient statisticsNonlinear filteringdiscrete-time nonlinear stochastic adaptive optimal controlThe algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sufficient statistics and fields (62B05) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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(4)

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• Learning algorithm for nonparametric filtering
• The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events
• Nonparametric adaptive control of discrete-time partially observable stochastic systems

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