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]

Authors

Wendell H. Fleming

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William M. McEneaney

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