Sufficiency in decision processes with continuous observations (Q3470007)
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English | 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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