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Descripción
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| We consider some problems of optimal control with discrete time where some parameters are fixed but unknown. We translate the problem into one of stochastic control in the belief state, and compare some approximations to the solution. As we observe the system evolution, our uncertainty over the unknown parameters is updated. We show applications in which it is necessary to make trade-offs between risk, return and learning. We evaluate the impact of prior information. | |
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Internacional
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Si |
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Nombre congreso
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11th Bayesian Inference of Stochastic Processes |
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Tipo de participación
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960 |
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Lugar del congreso
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Madrid |
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Revisores
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Si |
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ISBN o ISSN
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0000-0000-00 |
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DOI
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Fecha inicio congreso
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12/06/2019 |
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Fecha fin congreso
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14/06/2019 |
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Desde la página
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1 |
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Hasta la página
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65 |
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Título de las actas
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https://www.methaodos.org/congresos-methaodos/index.php/bisp11/ |