Decision making in a dynamic environment (Q1073713)
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scientific article; zbMATH DE number 3945860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decision making in a dynamic environment |
scientific article; zbMATH DE number 3945860 |
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Decision making in a dynamic environment (English)
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1986
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We consider the decision problem affected by an unwanted dynamic parameter. We show that this problem can be solved by an adaptive joint maximum-likelihood strategy, which makes use of a stochastic gradient algorithm. We point out that the bandwidth of the stochastic gradient algorithm is an important design parameter, which greatly influences the decision error probability.
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time series
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performance
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unwanted dynamic parameter
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adaptive joint maximum-likelihood strategy
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stochastic gradient algorithm
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0.9123819
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0.8751089
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0.8688105
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0.85217273
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