The following pages link to Bayesian dynamic programming (Q4077765):
Displaying 34 items.
- A Bayesian approach to the triage problem with imperfect classification (Q421634) (← links)
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- Good news and bad news in two-armed bandits (Q996396) (← links)
- Semicontinuous nonstationary stochastic games (Q1077343) (← links)
- Sufficient conditions for optimality of a \((z,c^ -,c^ +)\)-sampling plan in multistage Bayesian acceptance sampling (Q1091730) (← links)
- On theory and algorithms for Markov decision problems with the total reward criterion (Q1144500) (← links)
- A natural extension of the MacQueen extrapolation (Q1155520) (← links)
- Estimation and control in multichain processes (Q1176867) (← links)
- Structured policies in the sequential design of experiments (Q1176869) (← links)
- On dynamic programming: Compactness of the space of policies (Q1221981) (← links)
- Some results on analytic spaces and semi-analytic functions with regard to gambling theory (Q1240329) (← links)
- On a representation of measurable automaton transformations by stochastic automata (Q1241431) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- On granting credit in a random environment (Q1298759) (← links)
- On the generic nonconvergence of Bayesian actions and beliefs (Q1338086) (← links)
- Markov games with incomplete information (Q1374696) (← links)
- A general storage model with applications to energy systems (Q1733090) (← links)
- Asymptotic optimality of tracking policies in stochastic networks. (Q1872471) (← links)
- Optimal learning with costly adjustment (Q1904629) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- Customer Scheduling with Incomplete Information (Q2805328) (← links)
- Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2806825) (← links)
- Variance Regularization in Sequential Bayesian Optimization (Q3387910) (← links)
- Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices (Q3664853) (← links)
- On the optimality of (z, Z)-order-policies in adaptive inventory control (Q3863657) (← links)
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal (Q4077764) (← links)
- Numerical aspects in Bayesian inventory control (Q4182215) (← links)
- On the improvement of allocation rules for multi-armed bandit problem (Q4764899) (← links)
- Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
- Generalized Bandit Problems (Q5486926) (← links)
- Cash management in a randomly varying environment (Q5937709) (← links)
- Nonparametric Adaptive Robust Control under Model Uncertainty (Q6049374) (← links)
- Data-driven nonparametric robust control under dependence uncertainty (Q6105378) (← links)
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
