Completitud esencial de la clase de controles basados en un proceso suficiente

  1. Ibarrola Muñoz, Pilar
  2. Yáñez Gestoso, Francisco Javier
Revue:
Trabajos de estadística e investigación operativa

ISSN: 0041-0241

Année de publication: 1985

Volumen: 36

Número: 3

Pages: 209-216

Type: Article

DOI: 10.1007/BF02888555 DIALNET GOOGLE SCHOLAR lock_openAccès ouvert editor

D'autres publications dans: Trabajos de estadística e investigación operativa

Résumé

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.