ON DUALITY OF DISCRETE TIME STOCHASTIC CONTROL PROCESSES
نویسندگان
چکیده
منابع مشابه
Discrete Time Stochastic Processes
4 Martingales 35 4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 4.2 Doob Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 4.3 Optional Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 4.4 Inequalities and Convergence . . . . . . . . . . . ...
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ژورنال
عنوان ژورنال: Bulletin of informatics and cybernetics
سال: 1997
ISSN: 0286-522X
DOI: 10.5109/13464