Application of Jensen's inequality to adaptive suboptimal design
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Publication:754774
DOI10.1007/BF00934845zbMath0416.90075MaRDI QIDQ754774
Chelsea C. III White, David P. Harrington
Publication date: 1980
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
adaptivityJensen's inequalityRadon-Nikodym derivativeinformation qualitypartially observed Markov decision problemssuboptimal design
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- A simple dual control problem with an analytical solution
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