Two levels of Bayesian model averaging for optimal control of stochastic systems

DOI10.1080/00207721.2011.598963MaRDI QIDQ5172430zbMATH OpenOpenAlexFDO

Authors Paul J. Darwen

Publication date 4 February 2015

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2011.598963

zbMATH Keywords

Bayesian model averagingcontrolneural networksrainfall modelsrisk management

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Recommendations

• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bayesian Model Averaging for Linear Regression Models
• Using stacking to average Bayesian predictive distributions (with discussion)
• scientific article; zbMATH DE number 1522700
• An adaptive bayebsian solution to the control peoble1 for linear control systems

Cites work

• American options with stochastic dividends and volatility: a nonparametric investigation
• Bayesian item response modeling. Theory and applications.
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Prediction of the peak flood using revised GMDH alogrithms

Cited in

(2)

• The PDF shape control of the state variable for a class of stochastic systems
• Heterogeneous data analysis using a mixture of Laplace models with conjugate priors

Describes a project that uses

Uses Software

• BayesDA

This page was built for publication: Two levels of Bayesian model averaging for optimal control of stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5172430)