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Lánská, Věra
A note on estimation in controlled diffusion processes. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 133-141
MSC: 60H10, 60J60, 62F10, 93E10, 93E11, 93E12, 93E20 | MR 849686 | Zbl 0604.93054
References:
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[2] J. Hájek: Local asymptotic minimax and admissibility in estimation. In: Proc. Sixth Berkeley Symp. Vol. I., University of California Press 1972, 175-194. MR 0400513
[3] Yu. A. Kutoyants: Estimation of Parameters of Random Processes. (in Russian). Publ. Acad. Sci. Armen. SSR, Erevan 1980. MR 0626688
[4] P. Mandl: Analytical Treatment of One-dimensional Markov Processes. Academia, Prague - Springer-Verlag, Berlin 1968. MR 0247667 | Zbl 0179.47802
[5] P. Mandl: Local asymptotic normality in controlled Markov chains. Presented at 16th EMS Marburg, 1984. MR 0829481
[6] R. Morton: On the optimal control of stationary diffusion processes with inaccesible boundaries and no discounting. J. Appl. Probab. 8 (1971), 551 - 560. MR 0292572
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