Optimal control of partially observable linear quadratic systems with asymmetric observation errors
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- Leffrancois, Pierre, 1989. "Allowing for asymmetry in forecast errors : Results from a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 5(1), pages 99-110.
- Rosario Romera, 1997. "On the optimal control of stochastic linear systems with contaminated partial observations," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 143-157, June.
- Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-847, July.
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