A separation theorem for stochastic control problems with point-process observations
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Publication:1233851
DOI10.1016/0005-1098(77)90011-5zbMath0346.93050OpenAlexW1721886457MaRDI QIDQ1233851
E. V. Hoversten, Donald L. Snyder, Ian B. Rhodes
Publication date: 1977
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(77)90011-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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