A Measure-Valued HJB Perspective on Bayesian Optimal Adaptive Control

Join this 33-minute talk by Alexander Cox from the University of Bath as he presents "A Measure-Valued HJB Perspective on Bayesian Optimal Adaptive Control" at the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance. Scheduled for May 13, 2025, at the Fields Institute, this lecture explores advanced mathematical concepts at the intersection of Bayesian methods, optimal control theory, and Hamilton-Jacobi-Bellman equations. Discover how measure-valued approaches can provide new insights into adaptive control problems with applications in finance and insurance.