Approximations of Bayes decision problems: The epigraphical approach

DOI10.1007/BF02031697zbMath0838.90086OpenAlexW2030618216WikidataQ56941472 ScholiaQ56941472MaRDI QIDQ1896440

James O. Berger, Gabriella Salinetti

Publication date: 27 August 1995

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

Full work available at URL: https://doi.org/10.1007/bf02031697

zbMATH Keywords

integral functionalsepi-convergenceMonte Carlo importance samplingBayesian decision problems

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

The role of beliefs in inference for rational expectations models ⋮ Consistency of statistical estimators of solutions to stochastic optimization problems

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Stability of Bayesian decisions. (With discussion)

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