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

@@ Property / author @@
-Andrey V. Borisov
@@ Property / author: Andrey V. Borisov / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 93E10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 60H20 / rank @@
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@@ Property / zbMATH DE Number @@
+6628496
@@ Property / zbMATH DE Number: 6628496 / rank @@
+Normal rank
@@ Property / author @@
+Andrey V. Borisov
@@ Property / author: Andrey V. Borisov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The theory of stochastic processes. II: Translated from the Russian by S. Kotz
+Normal rank
@@ Property / cites work @@
+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
+Normal rank
@@ Property / cites work @@
+A filtering approach to tracking volatility from prices observed at random times
+Normal rank
@@ Property / cites work @@
+Hidden Markov models in finance
@@ Property / cites work: Hidden Markov models in finance / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH
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@@ Property / cites work @@
+Flow control as a stochastic optimal control problem with incomplete information
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@@ Property / cites work @@
+Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
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@@ Property / cites work @@
+The Wonham filter under uncertainty: A game-theoretic approach
+Normal rank
@@ Property / cites work @@
+Filtering of the Markov jump process given the observations of multivariate point process
+Normal rank
@@ Property / cites work @@
+Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
+Normal rank
@@ Property / cites work @@
+Q3334692
@@ Property / cites work: Q3334692 / rank @@
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@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
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@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
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@@ Property / cites work @@
+Q3800818
@@ Property / cites work: Q3800818 / rank @@
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@@ Property / cites work @@
+Q3768099
@@ Property / cites work: Q3768099 / rank @@
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@@ Property / cites work @@
+Q4485682
@@ Property / cites work: Q4485682 / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov Models with Countable State Space and Continuous Time
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1134/s0005117916020053
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@@ Property / OpenAlex ID @@
+W2368273991
@@ Property / OpenAlex ID: W2368273991 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:315121