Two levels of Bayesian model averaging for optimal control of stochastic systems

DOI10.1080/00207721.2011.598963zbMath1307.93452OpenAlexW1978793607MaRDI QIDQ5172430

Paul J. Darwen

Publication date: 4 February 2015

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

Full work available at URL: https://doi.org/10.1080/00207721.2011.598963

zbMATH Keywords

controlneural networksrisk managementBayesian model averagingrainfall models

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (2)

The PDF shape control of the state variable for a class of stochastic systems ⋮ Heterogeneous data analysis using a mixture of Laplace models with conjugate priors

Uses Software

• BayesDA

Cites Work

• Bayesian item response modeling. Theory and applications.
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• American options with stochastic dividends and volatility: a nonparametric investigation
• Prediction of the peak flood using revised GMDH alogrithms

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