Accession Number : AD0613974

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

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Shiryaev,A. N.

Report Date : APR 1965

Pagination or Media Count : 42

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.

Descriptors :   (*STATISTICAL FUNCTIONS, THEORY), (*DECISION THEORY, STOCHASTIC PROCESSES), DYNAMIC PROGRAMMING, RECURSIVE FUNCTIONS, SEQUENTIAL ANALYSIS, OPTIMIZATION, USSR

Distribution Statement : APPROVED FOR PUBLIC RELEASE