BAYES SOLUTIONS OF SEQUENTIAL DECISION PROBLEMS

被引:44
作者
WALD, A
WOLFOWITZ, J
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1950年 / 21卷 / 01期
关键词
D O I
10.1214/aoms/1177729887
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:82 / 99
页数:18
相关论文
共 6 条
[1]   BAYES AND MINIMAX SOLUTIONS OF SEQUENTIAL DECISION PROBLEMS [J].
Arrow, K. J. ;
Blackwell, D. ;
Girshick, M. A. .
ECONOMETRICA, 1949, 17 (3-4) :213-244
[2]  
SAKS S, THEORY INTEGRAL
[3]   OPTIMUM CHARACTER OF THE SEQUENTIAL PROBABILITY RATIO TEST [J].
WALD, A ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (03) :326-339
[4]   STATISTICAL DECISION FUNCTIONS [J].
WALD, A .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (02) :165-205
[5]   FOUNDATIONS OF A GENERAL THEORY OF SEQUENTIAL DECISION FUNCTIONS [J].
Wald, Abraham .
ECONOMETRICA, 1947, 15 (04) :279-313
[6]  
Wald Abraham, 1947, SEQUENTIAL ANAL