Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences
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Published By Springer Berlin Heidelberg

9783540119364, 9783540395171

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Accurate evaluation of conditional densities in nonlinear filtering

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004525 ◽

1982 ◽

pp. 54-68

Author(s):

W. E. Hopkins ◽

G. L. Blankenship ◽

J. S. Baras

Keyword(s):

Nonlinear Filtering ◽

Accurate Evaluation

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Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004522 ◽

1982 ◽

pp. 1-17 ◽

Cited By ~ 1

Author(s):

W. E. Hopkins ◽

J. S. Baras ◽

G. L. Blankenship

Keyword(s):

Tail Behavior ◽

Unbounded Coefficients

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Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004539 ◽

1982 ◽

pp. 199-215

Author(s):

P. L. Lions

Keyword(s):

Stochastic Control ◽

Optimal Stochastic Control ◽

Diffusion Type ◽

Bellman Equations ◽

Hamilton Jacobi Bellman

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Optimal stopping of controlled Markov processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004529 ◽

1982 ◽

pp. 106-112 ◽

Cited By ~ 3

Author(s):

Nicole El Karoui ◽

Jean-Pierre Lepeltier ◽

Bernard Marchal

Keyword(s):

Markov Processes ◽

Optimal Stopping ◽

Controlled Markov Processes

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Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Accurate evaluation of conditional densities in nonlinear filtering

Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients

Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations

Optimal stopping of controlled Markov processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences
Latest Publications