A new performance measure for stochastic optimization in Hilbert space
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Publication:3939708
DOI10.1007/BF01786972zbMath0481.93066MaRDI QIDQ3939708
No author found.
Publication date: 1981
Published in: Mathematical Systems Theory (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Inner product spaces and their generalizations, Hilbert spaces (46C99)
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Cites Work
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- An RKHS approach to detection and estimation problems-- III: Generalized innovations representations and a likelihood-ratio formula
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