Duality for nonlinear filtering. II: Optimal control

DOI10.1109/TAC.2023.3279208zbMATH Open1546.93713MaRDI QIDQ6575746FDOQ6575746

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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