Nonlinear filtering and large deviations:a pde-control theoretic approach
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Publication:3783923
DOI10.1080/17442508808833500zbMath0642.93059MaRDI QIDQ3783923
John S. Baras, Matthew R. James
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833500
convergence; Hamilton-Jacobi-Bellman equation; viscosity solution; large deviation principle; asymptotic nonlinear filtering
93E11: Filtering in stochastic control theory
49L20: Dynamic programming in optimal control and differential games
93C10: Nonlinear systems in control theory
60F10: Large deviations
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