Monotone optimal decision rules and their computation (Q1060790): Difference between revisions
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| Property / author: Michael Kolonko / rank | |||
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| Property / cites work: Minimizing a Submodular Function on a Lattice / rank | |||
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| Property / cites work: Q4144550 / rank | |||
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| Property / cites work: On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit / rank | |||
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| Property / cites work: Q5532825 / rank | |||
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| Property / cites work: Statistical decision theory. Foundations, concepts, and methods / rank | |||
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Latest revision as of 17:22, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone optimal decision rules and their computation |
scientific article |
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Monotone optimal decision rules and their computation (English)
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1986
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For a given objective function w(x,a) on \(X\times A\), a maximizing \(a=\delta (x)\) has to be determined for each x in the totally ordered set X. We give conditions on w such that there is a monotone \(\delta\) which can be computed recursively if A is finite.
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optimal decision rules
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monotone maximizers
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computation of maximizers
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