Browsing by Subject "Conditional means"
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Least-Square estimation for nonlinear systems with applications to phase and envelope estimation in wireless fading channels (2008)This paper addresses the problem of nonlinear Least-Square estimation. A new approach is presented which employees a change of probability measure technique to derive recursive equations for conditional means of nonlinear ...
A sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field games (Institute of Electrical and Electronics Engineers Inc., 2015)In this paper we use martingale techniques to derive a sufficient condition for existence of decentralized strategies in non-cooperative stochastic differential games. The sufficient condition is given by decentralized ...