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

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-Andrey V. Borisov
@@ Property / author: Andrey V. Borisov / rank @@
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+Andrey V. Borisov
@@ Property / author: Andrey V. Borisov / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+The theory of stochastic processes. II: Translated from the Russian by S. Kotz
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Hidden Markov models in finance
@@ Property / cites work: Hidden Markov models in finance / rank @@
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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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@@ Property / cites work @@
+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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@@ 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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+Q4856610
@@ Property / cites work: Q4856610 / rank @@
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+Q3800818
@@ Property / cites work: Q3800818 / rank @@
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+Q3768099
@@ Property / cites work: Q3768099 / rank @@
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@@ Property / cites work @@
+Q4485682
@@ Property / cites work: Q4485682 / rank @@
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@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
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@@ Property / cites work @@
+Controlled Markov Models with Countable State Space and Continuous Time
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@@ Property / full work available at URL @@
+https://doi.org/10.1134/s0005117916020053
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+W2368273991
@@ Property / OpenAlex ID: W2368273991 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:315121