FULL BANG TO REDUCE PREDICTED MISS IS OPTIMAL

被引:11
作者
BENES, VE [1 ]
机构
[1] BELL TEL LABS INC, MURRAY HILL, NJ 07974 USA
来源
SIAM JOURNAL ON CONTROL | 1976年 / 14卷 / 01期
关键词
D O I
10.1137/0314005
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:62 / 84
页数:23
相关论文
共 15 条
[1]  
Benes V. E., 1974, Stochastic Processes & their Applications, V2, P127, DOI 10.1016/0304-4149(74)90022-2
[2]   EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS [J].
BENES, VE .
SIAM JOURNAL ON CONTROL, 1971, 9 (03) :446-&
[3]   DYNAMIC PROGRAMMING CONDITIONS FOR PARTIALLY OBSERVABLE STOCHASTIC SYSTEMS [J].
DAVIS, MHA ;
VARAIYA, P .
SIAM JOURNAL ON CONTROL, 1973, 11 (02) :226-261
[5]   SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM [J].
DUNCAN, T ;
VARAIYA, P .
SIAM JOURNAL ON CONTROL, 1971, 9 (03) :354-&
[6]  
Friedman A., 1964, PARTIAL DIFFERENTIAL
[7]  
Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027
[8]   ABSOLUTE CONTINUITY AND RADON-NIKODYM DERIVATIVES FOR CERTAIN MEASURES RELATIVE TO WIENER MEASURE [J].
KAILATH, T ;
ZAKAI, M .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :130-&
[9]  
LANDAU HJ, 1970, SANKHYA SER A, V32, P369
[10]  
LIPTSER RS, 1974, STATISTICS RANDOM PR