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Sequential control with incomplete information the bayesia approach to multi-armed bandit problems

Presman, E. L. - ; Sonin, I.N. - ;

This book is devoted to a specific problem in the general theory of optimal control--sequential control under conditions of incomplete information. The main results concern the case in which at each moment of (continuous or discrete) time only a finite number of controls are admissible and the results of control action conducted in a Bayesian framework are represented by realizations of random variables whose distributions for a given control correspond to one of several alternative hypotheses.**This situation is related to problems in the sequential distribution of resources with incomplete information, problems in the sequential setting of prices in the face of random demand, search problems, and so on. Similar problems are found in the general theory of statistical decisions and in the theory of planning experiments--under the name of multi-armed bandit problems and in the theory of automatic control--as problems of dual control.


Ketersediaan

Call NumberLocationAvailable
330.01543 PRE sPSB lt.1 - B. Penunjang1
PenerbitLondon: Academic Press 1990
Edisi-
SubjekMathematical economics
ISBN/ISSN125644353
KlasifikasiNONE
Deskripsi Fisikxxvi, 266 p. 26 cm.
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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