A solution of the nonlinear stochastic realization problem
β Scribed by T.J. Taylor; M. Pavon
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 627 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0167-6911
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π SIMILAR VOLUMES
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Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing