Bayesian in spirit, which shifts attention from the updating of probability distributions via Bayes' rule, a filtering operation on transitional probability
نویسنده
چکیده
Probability updating via Bayes' rule often entails extensive informational and computational requirements. In consequence, relatively few practical applications of Bayesian adaptive control techniques have been attempted. This paper discusses an alternative approach to adaptive control, Bayesian in spirit, which shifts attention from the updating of probability distributions via transitional probability assessments to the direct updating of the criterion function, itself, via transitional utility assessments. Resuits are illustrated in terms of an adaptive reinvestment two-armed bandit problem.
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