Invariance in decision processes with continuous observations (Q3212152)

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Invariance in decision processes with continuous observations
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    Invariance in decision processes with continuous observations (English)
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    1990
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    Stein's theorem
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    decision models for continuous observations
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    almost invariance
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    groups of measurable transformations
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    essential infimum
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    drift estimation
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    invariance group of transformations
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    optimal almost invariant terminal decision rule
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    optimal almost invariant stopping time
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    second order process
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