Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939)

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Weak convergence methods and singularly perturbed stochastic control and filtering problems
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    Weak convergence methods and singularly perturbed stochastic control and filtering problems (English)
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    18 October 1999
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    functional occupation measure
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    approximations
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    averaging
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    multiple time scale
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    singularly perturbed nonlinear filtering
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    weak convergence theory
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