A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (Q3148283): Difference between revisions
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Revision as of 14:20, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME |
scientific article |
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A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (English)
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30 September 2002
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Bellman equation
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homogeneous Markov system
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discrete approximation
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independent increments
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Markov property
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martingale
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posterior distribution
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sequentially planned decision procedure
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stationary increments
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control variable
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