Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (Q6579516)
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scientific article; zbMATH DE number 7887586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations |
scientific article; zbMATH DE number 7887586 |
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Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (English)
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25 July 2024
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cost-efficient monitoring
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discrete and costly observations
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Feynman-Kac formula
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stochastic control under partial information
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