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A Course in Stochastic Processes || Discrete-Time Martingales

โœ Scribed by Bosq, Denis; Nguyen, Hung T.


Book ID
120019606
Publisher
Springer Netherlands
Year
1996
Weight
1003 KB
Category
Article
ISBN
9401587698

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Discrete-time interrupted stochastic con
โœ J.H. Eaton ๐Ÿ“‚ Article ๐Ÿ“… 1962 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 714 KB

This paper is concerned with the determination of optimal policies for applying inputs to discrete-time processes which are interrupted in the sense that at each time t, t = 1, 2, ..., there is a probability Pt (called the probability of interruption) that the state vector of the system cannot be ob