ON THE THEORY OF RANDOM FUNCTIONS AND THE CONTROL OF PROCESSES ON THE BASIS OF INCOMPLETE DATA,

Abstract

The topics covered include (1) recurrence relations for nonadditive functional -- discrete time, (2) determination of optimal decisions, and (3) the detection of a change in the probability law of the observed process.

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1965
Accession Number
AD0613974

Entities

People

  • A. N. Shiryaev

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Detection
  • Electrical Engineering
  • Ergodic Processes
  • Information Theory
  • Mathematics
  • Probability
  • Stochastic Processes

Readers

  • Regression Analysis.