Matrix derivatives with an application to an adaptive linear decision problem
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Publication:1844952
DOI10.1214/aos/1176342667zbMath0285.26013OpenAlexW2032351199MaRDI QIDQ1844952
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342667
Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) General theory of partial differential operators (47F05) Calculus of vector functions (26B12)
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