scientific article; zbMATH DE number 4010372

MaRDI QIDQ3760418zbMATH OpenFDO

Authors I. E. Kazakov, D. I. Gladkov

Publication date 1987

zbMATH Keywords

algorithmsfeedbackstochastic maximum principlenonlinear filteringoptimal stochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Recommendations

• scientific article; zbMATH DE number 4148017
• scientific article; zbMATH DE number 3685307
• scientific article; zbMATH DE number 53271
• Publication:5752457
• Systems Optimization Methodology

Cited in

(7)

• scientific article; zbMATH DE number 400636 (Why is no real title available?)
• scientific article; zbMATH DE number 3685307 (Why is no real title available?)
• Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients
• scientific article; zbMATH DE number 3917099 (Why is no real title available?)
• Estimation of parameters in a system of stochastic differential equations from discrete observations
• scientific article; zbMATH DE number 3963659 (Why is no real title available?)
• Stochastic optimization. Proceedings of the International Conference, Kiev (USSR), 1984

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3760418)