Completitud esencial de la clase de controles basados en un proceso suficiente
ISSN: 0041-0241
Year of publication: 1985
Volume: 36
Issue: 3
Pages: 209-216
Type: Article
More publications in: Trabajos de estadística e investigación operativa
Abstract
We start our paper defining what it can be understood by a sufficient process for a control process, as well as by a control based on a sufficient process. Later on, we show that a collection of controls based on a sufficient process form an essentially complete class, what means that given any control, there exists a control based on the sufficient process that has the same expected cost as the former one.