A stochastic variational approach to the duality between estimation and control: Continuous time

Pavon, M.; Wets, R.J-B.

doi:10.1007/BFb0004051

M. Pavon¹ &
R.J-B. Wets

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 28))

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Bibliography

M. Pavon and R. Wets, The duality between estimation and control from a variational viewpoint: The discrete time case, Mathematical Programming Study (forthcoming).
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A. Friedman, Stochastic Differential Equations and Applications, Vol. I., Academic Press, New York, 1975.
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W. Fleming and R. Rishel, Deterministic and Stochastic Optimal Control Springer-Verlag, New York, 1975.
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Ladseb-CNR, Padova
M. Pavon

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M. Pavon
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R.J-B. Wets
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A. Bensoussan J. L. Lions

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Pavon, M., Wets, RB. (1980). A stochastic variational approach to the duality between estimation and control: Continuous time. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 28. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004051

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DOI: https://doi.org/10.1007/BFb0004051
Published: 27 September 2005
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10472-8
Online ISBN: 978-3-540-38489-2
eBook Packages: Springer Book Archive

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