Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (Q6579516)

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scientific article; zbMATH DE number 7887586
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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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