Iterated least squares in multiperiod control
From MaRDI portal
Publication:1166876
DOI10.1016/S0196-8858(82)80005-5zbMath0489.62073MaRDI QIDQ1166876
Herbert Robbins, Tze Leung Lai
Publication date: 1982
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62L05: Sequential statistical design
Related Items
On Incomplete Learning and Certainty-Equivalence Control, Unnamed Item, Stochastic approximation, Optimal adaptive sampling for a symmetric two-state continuous time Markov chain, A conversation with Nancy Flournoy, Information in a two-stage adaptive optimal design, The treatment versus experimentation dilemma in dose finding studies, A Bayesian stochastic approximation method, Approximate policy optimization and adaptive control in regression models, Asymptotically efficient adaptive control in stochastic regression models, A Bayesian learning model for estimating unknown demand parameter in revenue management, Stochastic approximation: from statistical origin to big-data, multidisciplinary applications, Dynamic Pricing and Learning with Finite Inventories
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive design and stochastic approximation
- Upper and lower functions for martingales and mixing processes
- A unified theory of regularly varying sequences
- Local convergence theorems for adaptive stochastic approximation schemes
- Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
- Strong consistency of least-squares estimates in regression models
- Limit theorems for weighted sums and stochastic approximation processes
- The Multi-Period Control Problem Under Uncertainty
- A Stochastic Approximation Method
- Approximation Methods which Converge with Probability one
- On a Stochastic Approximation Method