On an approximation for a multi-stage decision problem

DOI10.1007/BF02480974zbMath0517.62010MaRDI QIDQ1053376

Shintaro Sono

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

conditional expectationapproximation procedureadaptive decision processesminimization operationsmulti-stage decision problem

Mathematics Subject Classification ID

Statistical decision theory (62C99)

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
• Linear Statistical Inference and its Applications

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