Martingale properties of an information-feedback loop (Q1104651)
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scientific article; zbMATH DE number 4056765
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| English | Martingale properties of an information-feedback loop |
scientific article; zbMATH DE number 4056765 |
Statements
Martingale properties of an information-feedback loop (English)
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1988
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This paper extends some of the previous authors' results to the case in which the data generated by the information feedback loop is numerical rather than categorical. Estimated average utility scores associated with each possible course of action are shown to be uniformly integrable martingale sequences. Strong convergence properties of these sequences are demonstrated.
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information systems
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information feedback loop
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Estimated average utility scores
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uniformly integrable martingale sequences
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0.7599004507064819
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0.6920491456985474
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0.6864784955978394
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0.6821235418319702
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