scientific article

zbMATH Open0728.93077MaRDI QIDQ3352954

I. A. Bakia

Publication date: 1990

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal stopping problemcontinuous-time Kalman-Bucy filtering systemsmall-variance Gaussian processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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The Optimal Stopping Problem for the Kalman–Bucy Scheme

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