Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother.

Yossef Steinberg Ben-Zion Bobrovsky Zeev Schuss

Published in: SIAM J. Appl. Math. (1994)

Keyphrases

fixed point
asymptotically optimal
vector valued
asymptotic optimality
sufficient conditions
arrival rate
heavy traffic
dynamical systems
belief propagation
optimal policy
state dependent
scale space
fixed point theorem
database
call center
large deviations