A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (Q3148283)
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scientific article; zbMATH DE number 1810457
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| English | A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME |
scientific article; zbMATH DE number 1810457 |
Statements
A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME (English)
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30 September 2002
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Bellman equation
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homogeneous Markov system
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discrete approximation
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independent increments
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Markov property
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martingale
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posterior distribution
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sequentially planned decision procedure
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stationary increments
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control variable
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0.8326297402381897
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0.8302367925643921
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0.8283050060272217
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