Automatica · 1987 · 388 citations · 0 references
Natural SciencesMathematicsProbability TheoryStochastic ModelingStochastic ProcessesControl TheoryEstimation TheoryOptimal ControlState EstimationStochastic ControlStochastic Differential EquationsOptimal Control FormulationOptimal Control ModelsOptimal Control Of Stochastic SystemsParameter Estimation For Stochastic Differential EquationsStochastic Optimal Control