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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Adaptive stabilization of non-cooperative stochastic differential games
非合作 随机微分对策 自适应镇定
2023/11/29
We considers the adaptive stabilization problem for a basic class of linear-quadratic non-cooperative stochastic differential games when the systems matrices are unknown to the regulator and the playe...
Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors
Generalized linear models Consistency Asymptotic normality
2007/12/12
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE) $\hat{\beta}_n$ of the p...