Bayesian ergodic adaptive control of diffusion processes

DOI10.1080/17442509708834104MaRDI QIDQ4347777zbMATH OpenOpenAlexFDO

Authors Giovanni Di Masi, Łukasz Stettner

Publication date 9 August 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509708834104

zbMATH Keywords

Bayesian adaptive controlcontrolled diffusion processesidentifiabilitynear self-optimality

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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• Control Barriers in Bayesian Learning of System Dynamics

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