Accession Number : AD0722875

Title :   Stochastic Control and Non-Linear Filtering.

Descriptive Note : Scientific interim rept.,

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : Fleming,Wendell H.

Report Date : APR 1971

Pagination or Media Count : 12

Abstract : The purpose of the paper is to briefly survey recent developments in theories of optimal stochastic control and non-linear filtering, for models with continuous time and continuous state parameters. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, DYNAMIC PROGRAMMING, MATRICES(MATHEMATICS), OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE