A predicton problem in game theory
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Publication:769831
DOI10.1007/BF02589429zbMath0082.13302OpenAlexW2056548491MaRDI QIDQ769831
Publication date: 1957
Published in: Arkiv för Matematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02589429
Related Items (19)
Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes ⋮ Minimax filtering of sequences with periodically stationary increments ⋮ Minimax interpolation of sequences with stationary increments and cointegrated sequences ⋮ Filtration of linear functionals of periodically correlated sequences ⋮ Interpolation of functionals of stochastic sequences with stationary increments ⋮ Extrapolation of periodically correlated stochastic processes observed with noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax-robust filtering of functionals from periodically correlated random fields ⋮ Minimax interpolation of harmonizable sequences ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Interpolation of stationary sequences observed with a noise ⋮ Interpolation of periodically correlated stochastic sequences ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments ⋮ Estimation problems for periodically correlated isotropic random fields ⋮ On minimax interpolation of stationary sequences ⋮ Extrapolation of multidimensional stationary processes
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