Second order efficiency in the sequential design of experiments

DOI10.1214/aos/1176346503zbMath0558.62070OpenAlexW2093248767MaRDI QIDQ762867

Robert W. Keener

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346503

zbMATH Keywords

random walkslarge sample theoryapproximation for the optimal Bayes riskdriving a discrete time vector valued processMarkov control problemsecond order efficient

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Sequential statistical design (62L05)

Related Items (7)

Active sequential hypothesis testing ⋮ Simple Bayesian Algorithms for Best-Arm Identification ⋮ Bounded deficiency in the comparison of the means of two normal populations ⋮ Three approaches to sequential analysis and one to hidden Markov processes ⋮ Local information and the design of sequential hypothesis tests ⋮ Sequential controlled sensing for composite multihypothesis testing ⋮ Second-Order Optimal Sequential Tests

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