Application of optimal filtering methods for on-line of queueing network states (Q315121): Difference between revisions

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+The theory of stochastic processes. II: Translated from the Russian by S. Kotz
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+A filtering approach to tracking volatility from prices observed at random times
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+Hidden Markov models in finance
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+PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH
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+Flow control as a stochastic optimal control problem with incomplete information
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+Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
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+The Wonham filter under uncertainty: A game-theoretic approach
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+Filtering of the Markov jump process given the observations of multivariate point process
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+Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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+Q3334692
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+Point processes and queues. Martingale dynamics
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+Controlled Markov Models with Countable State Space and Continuous Time
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+https://doi.org/10.1134/s0005117916020053
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+W2368273991
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