An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
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Publication:1145430
DOI10.1016/0047-259X(80)90059-7zbMath0445.62008MaRDI QIDQ1145430
Publication date: 1980
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items (8)
On a noncooperative stochastic game played by internally cooperating generations ⋮ Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models ⋮ Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment ⋮ Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum ⋮ Existence of perfect equilibria in a class of multigenerational stochastic games of capital accumulation ⋮ Robust Markov perfect equilibria ⋮ On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem ⋮ Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure
Cites Work
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- On the risk-equivalence of two methods of randomization in statistics
- Stochastic convex programming: basic duality
- Problèmes de minimax via l'analyse convexe et les inégalités variationelles: Théorie et algorithmes
- An Extension of Duality-Stability Relations to Nonconvex Optimization Problems
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
- Sufficiency and Statistical Decision Functions
- An Extension of Wald's Theory of Statistical Decision Functions
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