Duality for nonlinear filtering. II: Optimal control

DOI10.1109/TAC.2023.3279208MaRDI QIDQ6575746zbMATH OpenFDO

Authors Jin-Won Kim, Prashant G. Mehta

Publication date 21 July 2024

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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