Duality for Nonlinear Filtering II: Optimal Control

Keyphrases

• Backward Stochastic Differential Equation 33%
• Control Solution 33%
• Dual Relationships 33%
• Duality Principle 33%
• Duality Theory 33%
• Filter Model 33%
• Kalman-Bucy 33%
• Mathematical Statements 33%
• Maximum Principle 33%
• Nonlinear Filter 33%
• Nonlinear Filtering 100%
• Nonlinear Filtering Problems 33%
• Optimal Control 100%
• Optimal Control Problem 33%
• Stochastic Optimal Control Problems 33%
• Variational Formulation 33%

Mathematics

• Duality Principle 33%
• Duality Theory 33%
• Filtering Problem 33%
• Mathematical Statement 33%
• Optimal Control Problem 66%
• Optimal Control Theory 100%
• Stochastic Differential Equation 33%
• Stochastics 33%
• Variational Formulation 33%