Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations
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Publication:6579516
DOI10.1002/ASMB.2559MaRDI QIDQ6579516
Yuta Yaegashi, Motoh Tsujimura, Hidekazu Yoshioka, Yumi Yoshioka
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Feynman-Kac formuladiscrete and costly observationsstochastic control under partial informationcost-efficient monitoring
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