ASYMPTOTIC SOLUTIONS TO COMPOUND DECISION PROBLEMS | Zendy

J. R. Van Ryzin | Zendy

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ASYMPTOTIC SOLUTIONS TO COMPOUND DECISION PROBLEMS

Author(s) -

J. R. Van Ryzin

Publication year - 1964

Publication title -

osti oai (u.s. department of energy office of scientific and technical information)

Language(s) - English

Resource type - Reports

DOI - 10.2172/4026703

Subject(s) - regret , convergence (economics) , variety (cybernetics) , mathematics , decision rule , decision problem , optimal decision , mathematical economics , work (physics) , mathematical optimization , computer science , statistics , decision tree , algorithm , economics , artificial intelligence , physics , thermodynamics , economic growth

A compound decision problem is the simultaneous consideration of a large number of statistical decision of identical nature. The work of Hannan and Robins are extended to the derivation of optimal asymptotic procedures in the sense of regret risk convergence for a variety of compound decision problems. Convergence theorems are derived. (D.L.C.

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