scientific article; zbMATH DE number 5667509

MaRDI QIDQ3404261zbMATH OpenFDO

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

Publication date 8 February 2010

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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