The Optimal Stopping Problem for the Kalman–Bucy Scheme (Q2998880)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Optimal Stopping Problem for the Kalman–Bucy Scheme |
scientific article |
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The Optimal Stopping Problem for the Kalman–Bucy Scheme (English)
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11 May 2011
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partially observable stochastic process
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gain function
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payoff
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stopping time
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reduction
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convergence
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