At each sampling time instant, one observes system output and action to form discrete-time rewards. The sampled input-output data are collected along the trajectory of the dynamical system in ...

Can discretely sampled financial data help us decide which continuous-time models are sensible? Diffusion processes are characterized by the continuity of their sample paths. This cannot be verified ...

Ordinary linear regression (OLR) assumes that response variables are continuous. Generalized Linear Models (GLMs) provide an extension to OLR since response variables can be continuous or discrete ...