On the convexity of the value function in Bayesian optimal control problems

DOI10.1007/BF01221207zbMath0821.90002OpenAlexW2093473387MaRDI QIDQ1341493

Yaw Nyarko

Publication date: 27 September 1995

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01221207

zbMATH Keywords

Blackwell's theoremBayes' ruleconvexity of the value functionuniqueness of optimal policies

Mathematics Subject Classification ID

Decision theory (91B06) Application models in control theory (93C95)

Cites Work

• On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns
• Optimal Control of an Unknown Linear Process with Learning
• A Bayesian Approach to the Production of Information and Learning by Doing
• Sufficiency and Approximate Sufficiency
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