Finite-dimensional solutions of a modified Zakai equations

被引：0

作者：

26 Taylor Street, Millburn, NJ 07041, United States ^{[1
]}

不详 ^{[2
]}

机构：

来源：

Math Control Signals Syst | / 4卷 / 341-351期

关键词：

Control nonlinearities - Integral equations - Kalman filtering - Problem solving - Sensitivity analysis;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In risk-sensitive control a modified Zakai equation arises which includes an extra term related to the exponential running cost. We show that a wide class of finite-dimensional solutions related to the Benes filter is possible as long as nonlinearities in the drift are canceled in an appropriate way by terms in the running cost.

引用

共 50 条

[11] Two theorems on estimates for solutions of one class of nonlinear equations in a finite-dimensional space
Koshanov, B. D.
Kakharman, N.
Segizbayeva, R. U.
Sultangaziyeva, Zh. B.
BULLETIN OF THE KARAGANDA UNIVERSITY-MATHEMATICS, 2022, 107 (03): : 70 - 84
[12] Finite-Dimensional Reduction of Systems of Nonlinear Diffusion Equations
A. V. Romanov
Mathematical Notes, 2023, 113 : 267 - 273
[13] Finite-dimensional limiting dynamics for dissipative parabolic equations
Romanov, AV
SBORNIK MATHEMATICS, 2000, 191 (3-4) : 415 - 429
[14] Equations with -shaped coefficients: the finite-dimensional perturbations approach
Antonevich, A. B.
Romanchuk, T. A.
INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS, 2009, 20 (3-4) : 239 - 246
[15] Generalized orthogonality equations in finite-dimensional normed spaces
Karol Gryszka
Paweł Wójcik
Annals of Functional Analysis, 2023, 14
[16] Generalized orthogonality equations in finite-dimensional normed spaces
Gryszka, Karol
Wojcik, Pawel
ANNALS OF FUNCTIONAL ANALYSIS, 2023, 14 (02)
[17] EQUATIONS FOR FINITE-DIMENSIONAL PROBABILITY DISTRIBUTIONS OF TURBULENCE FIELD
MONIN, AS
DOKLADY AKADEMII NAUK SSSR, 1967, 177 (05): : 1036 - &
[18] Partial differential equations with finite-dimensional solution manifolds
Kaptsov, O. V.
PROGRAMMING AND COMPUTER SOFTWARE, 2011, 37 (02) : 113 - 119
[19] Partial differential equations with finite-dimensional solution manifolds
O. V. Kaptsov
Programming and Computer Software, 2011, 37 : 113 - 119
[20] Finite-Dimensional Reduction of Systems of Nonlinear Diffusion Equations
Romanov, A. V.
MATHEMATICAL NOTES, 2023, 113 (1-2) : 267 - 273

← 1 2 3 4 5 →