Bayes' learning of unknown parameters

DOI10.1080/10236190601069168MaRDI QIDQ3435945zbMATH OpenOpenAlexFDO

Authors S. I. O'Donnell, William A. Brock, W. Davis Dechert

Publication date 8 May 2007

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236190601069168

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Bayesian problems; characterization of Bayes procedures (62C10) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic programming (90C15) Discrete-time control/observation systems (93C55)

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Cites work

• A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
• Controlling a Stochastic Process with Unknown Parameters
• Dynamic programming and optimal control. Vol. 2.
• Optimal Growth with a Convex-Concave Production Function
• Skiba points and heteroclinic bifurcations, with applications to the shallow lake system
• The stochastic lake game: A numerical solution
• Using Randomization to Break the Curse of Dimensionality

Cited in

(5)

• Optimal control with learning on the fly: a toy problem
• Optimal growth and uncertainty: Learning
• Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited
• Prior Knowledge in Learning Finite Parameter Spaces
• Bayesian learning for a class of priors with prescribed marginals

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