A sequential estimation problem with control and discretionary stopping
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Publication:2096184
DOI10.3934/puqr.2022011zbMath1498.62161arXiv2110.14366OpenAlexW3210643683MaRDI QIDQ2096184
Erik Ekström, Ioannis Karatzas
Publication date: 16 November 2022
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.14366
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
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