scientific article; zbMATH DE number 17342

MaRDI QIDQ3974042zbMATH OpenFDO

Authors Nicholas M. Kiefer, Yaw Nyarko

Publication date 26 June 1992

zbMATH Keywords

stochastic controllinear regression process

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Stochastic systems and control (93E99)

Recommendations

• Controlling a Stochastic Process with Unknown Parameters
• Optimal Control of an Unknown Linear Process with Learning
• Controlling unknown linear dynamics with bounded multiplicative regret
• Optimal control with learning on the fly: a toy problem
• Maximum Likelihood Estimation of Discrete Control Processes

Cited in

(9)

• Optimal control with learning on the fly: a toy problem
• Maximum Likelihood Estimation of Discrete Control Processes
• On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns
• scientific article; zbMATH DE number 3915445 (Why is no real title available?)
• On the generic nonconvergence of Bayesian actions and beliefs
• Controlling unknown linear dynamics with bounded multiplicative regret
• Bayes' learning of unknown parameters
• Controlling a Stochastic Process with Unknown Parameters
• Optimal Control of an Unknown Linear Process with Learning

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3974042)