Bayesian dynamic programming

DOI10.2307/1426080zbMATH Open0316.90081OpenAlexW2327833721MaRDI QIDQ4077765FDOQ4077765

Authors: Ulrich Rieder 

Publication date: 1975

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426080

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Markov and semi-Markov decision processes (90C40) Adaptive control/observation systems (93C40)

Cited In (34)

• Sufficient conditions for optimality of a \((z,c^ -,c^ +)\)-sampling plan in multistage Bayesian acceptance sampling
• Some results on analytic spaces and semi-analytic functions with regard to gambling theory
• On a representation of measurable automaton transformations by stochastic automata
• Markov decision processes with incomplete information and semiuniform Feller transition probabilities
• A general storage model with applications to energy systems
• Numerical aspects in Bayesian inventory control
• Nonparametric Adaptive Robust Control under Model Uncertainty
• On the improvement of allocation rules for multi-armed bandit problem
• A Bayesian approach to the triage problem with imperfect classification
• Dynamic risk measures under model uncertainty
• Generalized Bandit Problems
• Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
• On the optimality of (z, Z)-order-policies in adaptive inventory control
• Good news and bad news in two-armed bandits
• Data-driven nonparametric robust control under dependence uncertainty
• On granting credit in a random environment
• Cash management in a randomly varying environment
• Variance regularization in sequential Bayesian optimization
• On theory and algorithms for Markov decision problems with the total reward criterion
• A natural extension of the MacQueen extrapolation
• Energy transition under scenario uncertainty: a mean-field game of stopping with common noise
• Asymptotic optimality of tracking policies in stochastic networks.
• On the generic nonconvergence of Bayesian actions and beliefs
• Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices
• Estimation and control in multichain processes
• Structured policies in the sequential design of experiments
• On dynamic programming: Compactness of the space of policies
• On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
• Convergence of probability measures and Markov decision models with incomplete information
• Optimal learning with costly adjustment
• Customer scheduling with incomplete information
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Markov games with incomplete information
• Semicontinuous nonstationary stochastic games

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