| 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:
|
http://hdl.handle.net/10338.dmlcz/125020 |
| . |
| 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 |
| . |
