Maximum Likelihood Estimation of Discrete Control Processes (Q3824209)
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English | 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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