A Dual Approach to Bayesian Inference and Adaptive Control
This article surveys results established to date for the "criterion filtering" approach to adaptive control. Criterion filtering bypasses the usual preliminary updating of probability distributions via transitional probability assessments (Bayes' rule) and focuses instead on the direct updating of the criterion function, itself, via transitional return assessments. Annotated pointers to related work can be accessed here: http://www2.econ.iastate.edu/tesfatsi/cfhome.htm
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||01 Jan 1982|
|Publication status:||Published in Theory and Decision 1982, vol. 14, pp. 177-194|
|Contact details of provider:|| Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070|
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:isu:genres:11213. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Curtis Balmer)
If references are entirely missing, you can add them using this form.