Sufficiency in decision processes with continuous observations (Q3470007)

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Sufficiency in decision processes with continuous observations
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    Sufficiency in decision processes with continuous observations (English)
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    1989
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    sequential decision processes
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    martingales
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    sufficient filtration
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    terminal decision functions
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    stopping times
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    continuous observations
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    continuous time stochastic process
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    expected loss
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    expected observation costs
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    sufficient subfields
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    essentially complete
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