Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: An Approach to Discrete-Time Stochastic Control Problems under Partial Observation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4331760 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Foundations of quantization for probability distributions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4004190 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4346705 / rank | |||
Normal rank | |||
Latest revision as of 13:21, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation |
scientific article |
Statements
5 July 2005
0 references
nonlinear filtering
0 references
Markov chain
0 references
stochastic gradient descent
0 references
Monte Carlo simulations
0 references
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (English)
0 references
