scientific article; zbMATH DE number 5667509

zbMATH Open1195.60061MaRDI QIDQ3404261FDOQ3404261

Authors: L. Bokuchava, Besarion Dochviri, Malkhaz Shashiashvili, Petre Babilua 

Publication date: 8 February 2010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stopping timescost function convergencygeneralized Kalman-Bucy scheme

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46)

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