An application of the stochastic automaton to the investment game

DOI10.1080/00207728008967096zbMath0446.90100OpenAlexW2046382512MaRDI QIDQ3892111

Yoshikazu Sawaragi, Norio Baba, Takashi Soeda, T. Shoman

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967096

zbMATH Keywords

computer simulationfinanceinvestment gamelearning automatonstochastic automatonunknown environment

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Learning and adaptive systems in artificial intelligence (68T05) Formal languages and automata (68Q45) Other game-theoretic models (91A40) Operations research and management science (90B99)

Cites Work

• On the linear model with two absorbing barriers
• Games of Stochastic Automata
• On the Learning Behavior of Stochastic Automata Under a Nonstationary Random Environment
• Theoretical considerations of the parameter self-optimization by stochastic automata
• Learning Automata - A Survey
• A Note on the Learning Behavior of Variable-Structure Stochastic Automata
• Use of Stochastic Automata for Parameter Self-Optimization with Multimodal Performance Criteria
• Stochastic Automata Games
• Absolutely Expedient Learning Algorithms for Stochastic Automata

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