Bayes Solution of Sequential Decision Problem for Markov Dependent Observations
Bhat, B. R.
Ann. Math. Statist., Tome 35 (1964) no. 4, p. 1656-1662 / Harvested from Project Euclid
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After discussing the sequential decision problem in the general case and its Bayes solution as given by Wald [11], LeCam [8] and others, in Section 2, we give the integral equation satisfied by the Bayes risk. In Section 3 we specialise to Markov dependent observations and in the last section we give an illustrative example.
Publié le : 1964-12-14
Classification:  
@article{1177700388,
     author = {Bhat, B. R.},
     title = {Bayes Solution of Sequential Decision Problem for Markov Dependent Observations},
     journal = {Ann. Math. Statist.},
     volume = {35},
     number = {4},
     year = {1964},
     pages = { 1656-1662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700388}
}

Bhat, B. R. Bayes Solution of Sequential Decision Problem for Markov Dependent Observations. Ann. Math. Statist., Tome 35 (1964) no. 4, pp.  1656-1662. http://gdmltest.u-ga.fr/item/1177700388/