A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (Q3148283)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME
scientific article

    Statements

    A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (English)
    0 references
    0 references
    30 September 2002
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bellman equation
    0 references
    homogeneous Markov system
    0 references
    discrete approximation
    0 references
    independent increments
    0 references
    Markov property
    0 references
    martingale
    0 references
    posterior distribution
    0 references
    sequentially planned decision procedure
    0 references
    stationary increments
    0 references
    control variable
    0 references
    0 references