Martingale methods in discrete state random processes

Petr Mandl

Kybernetika (1982)

  • Volume: 18, Issue: Suppl, page (1)-56
  • ISSN: 0023-5954

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Mandl, Petr. "Martingale methods in discrete state random processes." Kybernetika 18.Suppl (1982): (1)-56. <http://eudml.org/doc/27616>.

@article{Mandl1982,
author = {Mandl, Petr},
journal = {Kybernetika},
language = {eng},
number = {Suppl},
pages = {(1)-56},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Martingale methods in discrete state random processes},
url = {http://eudml.org/doc/27616},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Mandl, Petr
TI - Martingale methods in discrete state random processes
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - Suppl
SP - (1)
EP - 56
LA - eng
UR - http://eudml.org/doc/27616
ER -

References

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  1. J. A. Bather, On the sequential construction of an optimal age replacement policy, Proc. 41st Session ISI, New Delhi 1977. (1977) MR0617579
  2. B. M. Brown, Martingale central limit theorems, Ann. Math. Statist. 42 (1971), 1, 59 -66. (1971) Zbl0218.60048MR0290428
  3. J. L. Doob, Stochastic Processes, John Wiley, New York-London 1953. (1953) Zbl0053.26802MR0058896
  4. R. S. Liptser A. N. Shiryayev, Statistics of Random Processes II - Applications, Springer - Verlag, New York-Heidelberg-Berlin 1978. (1978) MR0488267
  5. P. Mandl, On self-optimizing control of Markov processes, To appear in Mathematical Control Theory, Banach Center Publications, Warsaw 1983. (1983) MR0851236
  6. J. H. van Schuppen, Stochastic filtering theory: A discussion of concepts, methods, and results, In: Stochastic Control Theory and Stochastic Differential Systems (M. Kohlmann, W. Vogel, eds.), 209-226. Springer - Verlag, Berlin-Heidelberg-New York 1979. (1979) Zbl0411.93033MR0547473

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