An algorithm for Bayes parameter identification with quadratic asymmetric loss function

MaRDI QIDQ3442365zbMATH OpenFDO

Authors Piotr Kulczycki, Aleksander Mazgaj

Publication date 18 May 2007

Full work available at URL https://eudml.org/doc/209392

zbMATH Keywords

Bayes decisionkernel estimatorsoptimal controlquadratic asymmetrical loss function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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