On Construction of Asymptotically Optimal Strategies in Estimation Problem for Controlled Systems

  • V. G. Spokoiny
Part of the Progress in Systems and Control Theory book series (PSCT, volume 10)


We consider the problems which relate to sequential experimental design. The general framework for sequential experimental design with discrete time was given by Chernoff [1] (see also [2]). But we consider a particular model in continuous time.


Control Rule Standard Wiener Process Natural Filtration Nonsingular Point Minimax Risk 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1991

Authors and Affiliations

  • V. G. Spokoiny
    • 1
  1. 1.Institute for Problems of Information TransmissionU.S.S.R. Academy of SciencesMoscowRussia

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