scientific article; zbMATH DE number 3752733

MaRDI QIDQ3936619zbMATH OpenFDO

Authors S. Ya. Makhno

Publication date 1981

zbMATH Keywords

stochastic differential equationsstochastic optimal controlnonlinear filtrationpartially observed systemsconditionally Gaussian stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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