Exponential Boundedness of Control Variables in a Sequentially Planned Bayesian Multiple Decision Problem in Continuous Time

DOI10.1081/SQA-120026888zbMath1030.62061MaRDI QIDQ4439631

Markus Roters

Publication date: 14 December 2003

Published in: Sequential Analysis (Search for Journal in Brave)

zbMATH Keywords

martingalestermination properties

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10)

Related Items (1)

Locally Most Powerful Sequentially Planned Tests in Continuous Time

Cites Work

• A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME
• A Class of Sequential Procedures for Choosing One of $K$ Hypotheses Concerning the Unknown Drift Parameter of the Weiner Process
• A Sequential Three Hypothesis Test for Determining the Mean of a Normal Population with Known Variance
• Sequential Probability Ratio Test for the Mean Value Function of a Gaussian Process
• A Sequential Decision Procedure for Choosing One of Three Hypotheses Concerning the Unknown Mean of a Normal Distribution
• Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation

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