A dual approach to Bayesian inference and adaptive control

DOI10.1007/BF00133976zbMath0489.93059OpenAlexW2132683923MaRDI QIDQ1167129

Leigh Tesfatsion

Publication date: 1982

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00133976

zbMATH Keywords

adaptive controlnonlinear filteringBayes' ruletwo-armed bandit problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Decision theory for games (91A35)

Related Items (5)

Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation ⋮ Bayesian optimal control for a non-autonomous stochastic discrete time system ⋮ Dynamic learning in a two-person experimental game ⋮ Exact sequential filtering, smoothing and prediction for nonlinear systems ⋮ Games, goals, and bounded rationality

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• TWO SOLUTION TECHNIQUES FOR ADAPTIVE REINVESTMENT: A SMALL SAMPLE COMPARISON
• Direct Updating of Intertemporal Criterion Functions for a Class of Adaptive Control Problems
• A NEW APPROACH TO FILTERING AND ADAPTIVE CONTROL: OPTIMALITY RESULTS

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