Abstract
The model of the present chapter generalizes the Bayesian control models (BCMs) from Chap. 23 The BCMs in Chap. 23 were essentially families of CMs, indexed by the unknown parameter ϑ ∈ Θ. We now consider a Bayesian MDPD (BMDPD for short), which essentially is a family of MDPDs (cf. Chap. 21), indexed by ϑ, where the transition law has the factorization property below (see Definition 25.1.2).
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Tsitsiklis, J. N. (1986). A lemma on the multiarmed bandit problem. IEEE Transactions on Automatic Control, 31, 576–577.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing AG
About this chapter
Cite this chapter
Hinderer, K., Rieder, U., Stieglitz, M. (2016). Bayesian Models with Disturbances. In: Dynamic Optimization. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-48814-1_25
Download citation
DOI: https://doi.org/10.1007/978-3-319-48814-1_25
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-48813-4
Online ISBN: 978-3-319-48814-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)