Pages that link to "Item:Q4915277"
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The following pages link to Discrete-time approximation of Wonham filters (Q4915277):
Displaying 5 items.
- Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations (Q2096164) (← links)
- Stabilization and tracking of the trajectory of a linear system with jump drift (Q2168236) (← links)
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141) (← links)
- Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance (Q6641121) (← links)
