Pages that link to "Item:Q3956832"
From MaRDI portal
The following pages link to Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes (Q3956832):
Displaying 31 items.
- Adaptive importance sampling for control and inference (Q290478) (← links)
- New classes of finite-dimensional nonlinear filters (Q787951) (← links)
- Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
- Logarithmic transformations for discrete-time, finite-horizon stochastic control problems (Q1105560) (← links)
- Stochastic control and nonequilibrium thermodynamical systems (Q1115004) (← links)
- Quantum-mechanical representations of nonlinear filtering and stochastic optimal control (Q1121846) (← links)
- Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics (Q1179522) (← links)
- On stochastic partial differential equations with unbounded coefficients (Q1202910) (← links)
- On the stability of nonlinear Feynman-Kac semigroups (Q1424017) (← links)
- On the Bellman's principle of optimality (Q1619876) (← links)
- An interpretation of the Schrödinger equation in quantum mechanics from the control-theoretic point of view (Q1716653) (← links)
- Critical Ornstein-Uhlenbeck processes (Q1819830) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- Consistent parameter estimation for partially observed diffusions with small noise (Q1895793) (← links)
- Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
- Optimization of market stochastic dynamics (Q2226488) (← links)
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators (Q2661294) (← links)
- A Cost/Speed/Reliability Tradeoff to Erasing (Q2945565) (← links)
- Derivation of the non-linear Schrödinger equation from stochastic optimal control (Q3031379) (← links)
- Efficient computation of optimal actions (Q3069218) (← links)
- Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering (Q3316322) (← links)
- Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés (Q3469969) (← links)
- Un théorème d'unicité pour l'equation de zakaï (Q3472926) (← links)
- Elliptic and Parabolic Second-Order PDEs with Growing Coefficients (Q3550963) (← links)
- On the degenerate parabolic partial differential equations of nonlinear filtering (Q3704275) (← links)
- Existence and uniqueness of solutions to a class of stochastic partial differential equations (Q3759637) (← links)
- Nonlinear filtering and large deviations:a pde-control theoretic approach (Q3783923) (← links)
- Stochastic partial differential equations with unbounded coefficients and applications. III (Q4019370) (← links)
- Ordinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control Cost (Q4602532) (← links)
- An Optimal Control Derivation of Nonlinear Smoothing Equations (Q5131685) (← links)
- A multilevel approach for stochastic nonlinear optimal control (Q5863708) (← links)
