A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS

DOI10.1111/J.1467-842X.1974.TB00932.XzbMATH Open0314.90021OpenAlexW2162795595MaRDI QIDQ4074622FDOQ4074622

Authors: Stanley R. Pliska 

Publication date: 1974

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1974.tb00932.x

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Trade models (91B60) Mathematical programming (90C99)

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