A Technical Note on Weak Shift Equivalence
β Scribed by Cem Tezer
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 58 KB
- Volume
- 216
- Category
- Article
- ISSN
- 0021-8693
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π SIMILAR VOLUMES
It is suggested that in stochastic control problems where there is uncertainty about the current state the correct estimate of the state to be used for generating certainty equivalent controls is not always the mean value of the probability distribution for the state.
n recent years, technical trading in futures markets by large managed accounts I has increased dramatically. ' Irwin and Brorsen (1985) reported in this Journal that the equity of technically-managed public futures funds increased from $5.0 million to $3 15.2 million over the January 1978-March 1984
In a recent paper, BANIK. K ~H N E , and BAUER (1996) investigated the use of Fisher's combination test for two stage sampling in terms of its power as compared to the optimal test in the pooled sample. The distributional assumptions corresponded to the application of paired comparisons and parallel