Analysis and filtration of special discrete-time Markov processes. II: Optimal filtration

DOI10.1007/S10513-005-0153-7zbMath1130.60310OpenAlexW2004162290MaRDI QIDQ2577224

G. B. Miller, Andrey V. Borisov

Publication date: 19 December 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10513-005-0153-7

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

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Cites Work

• Flow control as a stochastic optimal control problem with incomplete information
• Conditional Moment Generating Functions for Integrals and Stochastic Integrals
• TCP in presence of bursty losses
• Unnamed Item

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