Monotone optimal decision rules and their computation

DOI10.1007/BF00941075zbMath0569.62005MaRDI QIDQ1060790

H. Benzing, Michael Kolonko

Publication date: 1986

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal decision rulescomputation of maximizersmonotone maximizers

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Statistical decision theory (62C99) Mathematical programming (90C99)

Related Items (1)

Increasing Lipschitz continuous maximizers of some dynamic programs

Cites Work

• Statistical decision theory. Foundations, concepts, and methods
• On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit
• Minimizing a Submodular Function on a Lattice
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