Pierre-Cyril Aubin-Frankowski and Alain Bensoussan: The reproducing kernel Hilbert spaces underlying linear SDE estimation, Kalman filtering and their relation to optimal control (PAFA)
Volume 9, Number 3, 611-644, 2024
The reproducing kernel Hilbert spaces underlying linear SDE estimation, Kalman filtering and their relation to optimal control
Pierre-Cyril Aubin-Frankowski and Alain Bensoussan