Maximum Likelihood Estimation of Discrete Control Processes (Q3824209)

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Maximum Likelihood Estimation of Discrete Control Processes
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    Maximum Likelihood Estimation of Discrete Control Processes (English)
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    1988
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    Bellman's principle of optimality
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    Newton-Kantorovich algorithm
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    inverse stochastic control
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    statistical inference
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    unobserved state variables
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    internally consistent statistical model
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    nested fixed-point maximum likelihood algorithm
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    discrete control processes
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    asymptotic Gaussian distribution
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