Bayesian dynamic programming
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Publication:4077765
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(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
- A Bayesian approach to the triage problem with imperfect classification
- On the improvement of allocation rules for multi-armed bandit problem
- Dynamic risk measures under model uncertainty
- Generalized Bandit Problems
- Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
- Good news and bad news in two-armed bandits
- On the optimality of (z, Z)-order-policies in adaptive inventory control
- Data-driven nonparametric robust control under dependence uncertainty
- On granting credit in a random environment
- Cash management in a randomly varying environment
- On theory and algorithms for Markov decision problems with the total reward criterion
- Variance regularization in sequential Bayesian optimization
- 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
- Estimation and control in multichain processes
- Structured policies in the sequential design of experiments
- On dynamic programming: Compactness of the space of policies
- Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices
- 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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