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| Quy hoạch động Bayes× | Mô hình Markov Bayes× | |
|---|---|---|
| Lĩnh vực | Mô phỏng | Mô phỏng |
| Họ | Process / pipeline | Process / pipeline |
| Năm ra đời≠ | 1957 (Bellman DP); Bayesian extensions 1990s–2000s | 1990s–2000s |
| Người khởi xướng≠ | Bellman, R.; extended by Bayesian frameworks (Duff, Bertsekas) | Briggs, A.; Sculpher, M.; and broader Bayesian statistics community |
| Loại≠ | Sequential optimization with Bayesian belief updating | Probabilistic state-transition simulation |
| Công trình gốc≠ | Bertsekas, D. P. (1995). Dynamic Programming and Optimal Control. Athena Scientific, Belmont, MA. ISBN: 9781886529267 | Briggs, A., Sculpher, M., Claxton, K. (2006). Decision Modelling for Health Economic Evaluation. Oxford University Press, Oxford. ISBN: 9780198526629 |
| Tên gọi khác | BDP, Bayesian DP, Bayesian sequential optimization, Bayesian stochastic control | Bayesian Markov Chain Model, Bayesian State-Transition Model, BMM, Bayesian Cohort Simulation |
| Liên quan | 4 | 4 |
| Tóm tắt≠ | Bayesian Dynamic Programming (BDP) combines Bellman's dynamic programming framework with Bayesian inference to optimize sequential decisions when transition probabilities or reward structures are unknown. At each stage, the agent updates beliefs about the environment using observed outcomes, then computes an optimal policy that explicitly accounts for both immediate rewards and the value of information gained through exploration. | A Bayesian Markov model is a state-transition simulation method that combines Markov chain cohort modeling with Bayesian statistical inference. By placing prior distributions on transition probabilities and updating them with observed data, the approach propagates full parameter uncertainty through the simulation, yielding posterior distributions over outcomes such as costs, life-years, or quality-adjusted life-years rather than single-point estimates. |
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