Efficient estimation and experimental design for controlled systems. Asymptotic approach

DOI10.1080/17442509408833932zbMath0834.93052OpenAlexW2148908701MaRDI QIDQ4853904

Vladimir Spokoiny

Publication date: 11 December 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833932

zbMATH Keywords

estimationasymptotic minimax riskdriftnonlinear stochastic model

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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