A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
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Publication:4943741
DOI10.1137/S0363012998332433zbMath0949.35039MaRDI QIDQ4943741
William M. McEneaney, Wendell H. Fleming
Publication date: 19 March 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36) Initial value problems for nonlinear first-order PDEs (35F25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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