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In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme
H. Fährmann
Received: 25.01.1977
Citation:
H. Fährmann, “On the convergence of costs in the case of optimal stopping of a partially observable random process in the Kalman–Bucy scheme”, Russian Math. Surveys, 32:5 (1977)
Linking options:
https://www.mathnet.ru/eng/rm3256 https://www.mathnet.ru/eng/rm/v32/i5/p199
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