On the Dynamical Equations of Conditional Probability Density Functions, with Applications to Optimal Stochastic Control Theory.

Kushner, H. J. (1964). On the Dynamical Equations of Conditional Probability Density Functions, with Applications to Optimal Stochastic Control Theory. Journal of Mathematical Analysis and Applications, 8(2), 332-344.

Type

Journal article

Intellectual base

Primary research

Year

1964

DOI

10.1016/0022-247x(64)90073-3

Link

https://doi.org/10.1016/0022-247X(64)90073-3

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Kushner–Stratonovich Equation
  • Kushner's original work derived dynamical equations for conditional densities driven by observations.

    This sourceOriginal conditional-density evolution derivation.

Verification

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Registry ID ref:af249d9b8e24 · see in the full table