An empirical Bayes approach to adaptive
β
Nurul Ula; M. Kim
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Article
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1965
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Elsevier Science
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English
β 831 KB
An approach to stochastic control with unknown signal parameter is studied. No a priori distribution of the parameter is assumed, although an a priori probability is considered to exist. It is shown that the observations on the signal in the course of the process may be used to obtain an "Asymptotic