Sufficiency in decision processes with continuous observations
DOI10.1080/02331888908802151zbMath0694.62005OpenAlexW1966120914MaRDI QIDQ3470007
Ricardo Vélez Ibarrola, Ibarrola Pilar
Publication date: 1989
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888908802151
expected lossmartingalesstopping timessequential decision processescontinuous time stochastic processessentially completecontinuous observationssufficient subfieldsexpected observation costssufficient filtrationterminal decision functions
Martingales with continuous parameter (60G44) Sufficient statistics and fields (62B05) Complete class results in statistical decision theory (62C07)
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