@article{KYB_1986_22_2_a2,
author = {L\'ansk\'a, V\v{e}ra},
title = {A note on estimation in controlled diffusion processes},
journal = {Kybernetika},
pages = {133--141},
year = {1986},
volume = {22},
number = {2},
mrnumber = {849686},
zbl = {0604.93054},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_1986_22_2_a2/}
}
Lánská, Věra. A note on estimation in controlled diffusion processes. Kybernetika, Tome 22 (1986) no. 2, pp. 133-141. http://geodesic.mathdoc.fr/item/KYB_1986_22_2_a2/
[1] V. Dufková: On controlled one-dimensional diffusion processes with unknown parameter. Adv. in Appl. Probab. 9 (1977), 105-124. | MR
[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
[3] Yu. A. Kutoyants: Estimation of Parameters of Random Processes. (in Russian). Publ. Acad. Sci. Armen. SSR, Erevan 1980. | MR
[4] P. Mandl: Analytical Treatment of One-dimensional Markov Processes. Academia, Prague - Springer-Verlag, Berlin 1968. | MR | Zbl
[5] P. Mandl: Local asymptotic normality in controlled Markov chains. Presented at 16th EMS Marburg, 1984. | MR
[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