A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering

Wendell H. Fleming, William M. McEneaney. A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering. SIAM J. Control and Optimization, 38(3):683-710, 2000. [doi]

Abstract

Abstract is missing.