Controlling a Stochastic Process with Unknown Parameters

DOI10.2307/1911358zbMath0658.93077OpenAlexW1976369296MaRDI QIDQ3808001

Nicholas M. Kiefer, David A. Easley

Publication date: 1988

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911358

zbMATH Keywords

infinite horizondiscountinglimit distributionlearning control problemssequence of beliefsstochastic process with unknown parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Decision theory (91B06) Learning and adaptive systems in artificial intelligence (68T05) Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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