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zbMath0659.62035MaRDI QIDQ3809027

Vivek S. Borkar

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

model selection maximum likelihood estimates controlled Markov chains self-tuning Ito processes characterization of almost sure limit sets input selections

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)

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