Sensitivity analysis of a sequential decision problem with learning

DOI10.1007/S001860200248zbMath1023.91010OpenAlexW2068515905MaRDI QIDQ1395381

Alfred Müller, Marco Scarsini

Publication date: 26 June 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200248

zbMATH Keywords

conjugate priorrisk aversionbeta distributionstochastic comparisoncoin tossingBayesian dynamic programming

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probabilistic games; gambling (91A60) Decision theory for games (91A35)

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