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]
@article{FlemingM00,
title = {A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering},
author = {Wendell H. Fleming and William M. McEneaney},
year = {2000},
doi = {10.1137/S0363012998332433},
url = {http://dx.doi.org/10.1137/S0363012998332433},
tags = {rule-based},
researchr = {https://researchr.org/publication/FlemingM00},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {38},
number = {3},
pages = {683-710},
}