Bayesian ergodic adaptive control of diffusion processes

DOI10.1080/17442509708834104zbMath0892.60087OpenAlexW2010963019MaRDI QIDQ4347777

Giovanni B. Di Masi, Łukasz Stettner

Publication date: 9 August 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834104

zbMATH Keywords

identifiabilitycontrolled diffusion processesnear self-optimalityBayesian adaptive control

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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