On Construction of Asymptotically Optimal Strategies in Estimation Problem for Controlled Systems
We consider the problems which relate to sequential experimental design. The general framework for sequential experimental design with discrete time was given by Chernoff  (see also ). But we consider a particular model in continuous time.
Unable to display preview. Download preview PDF.
- Chernoff, H. (1972) Sequential Analysis and Optimal Design. SIAM.Google Scholar
- Malutov, M.B. Lower bounds for mean duration of a sequential design. Soviet Math. (IZ. VUZ) 27, pp. 21–47.Google Scholar
- Fedorov, V.V. (1971) Optimal experimental designs. Nauka, Moscow, USSR.Google Scholar
- Wynn, H. (1973) Results in the theory and construction of D-optimum experimental design. J. Royal Stat. Soc, Ser. B 35, pp. 123–130.Google Scholar
- Ibragimov, I.A. and R.Z. Has’minskii. (1981) Statistical Estimation. Asymptotic Theory. Springer, New York, ets.Google Scholar
- Efroimovich, S.E. (1980) On sequential estimation under LAN condition.Theory Prob. and Appl., Mos. 25, pp. 30–43.Google Scholar
- Kiefer, J. (1959) Optimum experimental designs. J. Royal Stat. Soc., Ser. B 21, pp. 272–319.Google Scholar
- Boll, C.H. (1955) Comparison of Experiments in the Infinite Case. Ph.D. Thesis. Stanford University.Google Scholar