Markov chains, imperfect state information, and Bayesian learning

DOI10.1016/0270-0255(83)90029-5zbMATH Open0522.62068OpenAlexW2033357194MaRDI QIDQ3672932FDOQ3672932

Authors: H. M. Shefrin 

Publication date: 1983

Published in: Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0270-0255(83)90029-5

zbMATH Keywords

ergodic theorytransition probabilityBayesian learningfirst momentposterior densityuniform priorfinite state spaceinitial probabilityasymptotic behavior of estimators based on expected transition probabilities

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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