Minimax estimation in systems of observation with Markovian chains by integral criterion

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Publication:544773


DOI10.1134/S0005117911020056zbMath1231.93109MaRDI QIDQ544773

Yong-Cai Geng, Sumit K. Garg

Publication date: 16 June 2011

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


93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

49J35: Existence of solutions for minimax problems

49J55: Existence of optimal solutions to problems involving randomness