MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (Q3523575)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS |
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MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (English)
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3 September 2008
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Bayesian adaptive control
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filtering
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Ornstein-Uhlenbeck process
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portfolio optimization
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goal problem
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Cameron-Martin formula
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