The effect of information in separable Bayesian semi-Markov control models and its application to investment planning

DOI10.1007/BF01432360zbMath0837.90013MaRDI QIDQ4845140

Rudi Zagst

Publication date: 12 May 1996

Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

learningeconomic decisions under uncertaintymulti-period frameworkmulti-period investment planningseparable Bayesian semi-Markov control model

Mathematics Subject Classification ID

Decision theory (91B06) Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies

Cites Work

• Structured policies in the sequential design of experiments
• Sequential binary investment decisions. A Bayesian approach
• The Monopolistic Firm, Random Demand, and Bayesian Learning
• A Bayesian Approach to the Production of Information and Learning by Doing
• Monotonicity and bounds for convex stochastic control models
• Equivalent Comparisons of Experiments

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