Fully probabilistic design of strategies with estimator-Reference-Cited by-同舟云学术

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Fully probabilistic design of strategies with estimator

Published:2022-07 Issue: Volume:141 Page:110269
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Kárný Miroslav

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference42 articles.

1. Adaptive control;Åström,1994

2. Information and exponential families in statistical theory;Barndorff-Nielsen,1978

3. Statistical decision theory and Bayesian analysis;Berger,1985

4. Dynamic programming and optimal control;Bertsekas,2017

5. Optimal exploration – exploitation in a multi-armed bandit problem with nonstationary rewards;Besbes;Stochastic Systems,2019

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