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