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):

Report Date:

1971-04-01

Pagination or Media Count:

12.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE