On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 32 (1977) no. 5
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@article{RM_1977_32_5_a21,
author = {H. F\"ahrmann},
title = {On the convergence of costs in the case of optimal stopping of a~partially observable random process in the {Kalman{\textendash}Bucy} scheme},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
year = {1977},
volume = {32},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/RM_1977_32_5_a21/}
}
TY - JOUR AU - H. Fährmann TI - On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 1977 VL - 32 IS - 5 UR - http://geodesic.mathdoc.fr/item/RM_1977_32_5_a21/ LA - ru ID - RM_1977_32_5_a21 ER -
%0 Journal Article %A H. Fährmann %T On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 1977 %V 32 %N 5 %U http://geodesic.mathdoc.fr/item/RM_1977_32_5_a21/ %G ru %F RM_1977_32_5_a21
H. Fährmann. On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 32 (1977) no. 5. http://geodesic.mathdoc.fr/item/RM_1977_32_5_a21/