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Title: A note on estimation in controlled diffusion processes (English)
Author: Lánská, Věra
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 22
Issue: 2
Year: 1986
Pages: 133-141
Category: math
MSC: 60H10
MSC: 60J60
MSC: 62F10
MSC: 93E10
MSC: 93E11
MSC: 93E12
MSC: 93E20
idZBL: Zbl 0604.93054
idMR: MR849686
Date available: 2009-09-24T17:52:17Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] V. Dufková: On controlled one-dimensional diffusion processes with unknown parameter.Adv. in Appl. Probab. 9 (1977), 105-124. MR 0432303
Reference: [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
Reference: [3] Yu. A. Kutoyants: Estimation of Parameters of Random Processes.(in Russian). Publ. Acad. Sci. Armen. SSR, Erevan 1980. MR 0626688
Reference: [4] P. Mandl: Analytical Treatment of One-dimensional Markov Processes.Academia, Prague - Springer-Verlag, Berlin 1968. Zbl 0179.47802, MR 0247667
Reference: [5] P. Mandl: Local asymptotic normality in controlled Markov chains.Presented at 16th EMS Marburg, 1984. MR 0829481
Reference: [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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