Geodesic
Adaptive strategies in control problems with homogeneous observation processes
Diskretnaya Matematika, Tome 5 (1993) no. 2, pp. 126-137.

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We obtain necessary and sufficient conditions for the existence of adaptive strategies for the class of all homogeneous processes with independent values in the case when the observation process is a homogeneous process of finite depth and its statistical description is known. We give examples showing that in a number of cases the conditions obtained are simultaneously necessary and sufficient. 
@article{DM_1993_5_2_a10,
     author = {V. I. Mukhin},
     title = {Adaptive strategies in control problems with homogeneous observation processes},
     journal = {Diskretnaya Matematika},
     pages = {126--137},
     publisher = {mathdoc},
     volume = {5},
     number = {2},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DM_1993_5_2_a10/}
}
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V. I. Mukhin. Adaptive strategies in control problems with homogeneous observation processes. Diskretnaya Matematika, Tome 5 (1993) no. 2, pp. 126-137. http://geodesic.mathdoc.fr/item/DM_1993_5_2_a10/