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




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