scientific article; zbMATH DE number 17493

zbMATH Open0739.93079MaRDI QIDQ3974814FDOQ3974814

Authors: Ulrich G. Haussmann, Q. Zhang 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited In (10)

• Optimal control of observations in the filtering of diffusion processes. I
• Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
• Optimal memoryless control in Gaussian noise: a simple counterexample
• Stochastic adaptive control with small observation noise
• Title not available (Why is that?)
• Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods^∗
• Asymptotics of controlled finite memory filters.
• Controlled partially observed diffusions with correlated noise
• Optimal Control with Noisy Time
• Discrete-time stochastic adaptive control with small observation noise

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