scientific article; zbMATH DE number 17493

MaRDI QIDQ3974814zbMATH OpenFDO

Authors Ulrich G. Haussmann, Q. Zhang

Publication date 26 June 1992

Mathematics Subject Classification ID

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

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Cited in

(10)

• Optimal control of observations in the filtering of diffusion processes. I
• Optimal memoryless control in Gaussian noise: a simple counterexample
• Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
• Stochastic adaptive control with small observation noise
• scientific article; zbMATH DE number 440565 (Why is no real title available?)
• 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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