Sensitivity to σ-fields of information in stochastic allocation>

DOI10.1080/17442509108833708zbMath0728.60044OpenAlexW2078164183WikidataQ126241038 ScholiaQ126241038MaRDI QIDQ3352203

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Publication date: 1991

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833708

zbMATH Keywords

optimal solutionsepi-convergencesolution sensitivitystochastic allocation problems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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