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Online IPA Gradient Estimators in Stochastic Continuous Fluid Models

✍ Scribed by Y. Wardi; B. Melamed; C.G. Cassandras; C.G. Panayiòtou


Book ID
110401455
Publisher
Springer
Year
2002
Tongue
English
Weight
219 KB
Volume
115
Category
Article
ISSN
0022-3239

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The standard continuous time state space model with stochastic disturbances contains the mathematical abstraction of continuous time white noise. To work with well defined, discrete time observations, it is necessary to sample the model with care. The basic issues are well known, and have been discu