A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012998332433
Reference19 articles.
1. On the Bellman equation for some unbounded control problems
2. Generalized viscosity solutions for Hamilton-Jacobi equations with time-measurable hamiltonians
3. Extending n times differentiable functions of several variables
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