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Revision as of 11:10, 29 February 2024
scientific article
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English | Numerical Solutions for Bayes Sequential Decision Problems |
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Numerical Solutions for Bayes Sequential Decision Problems (English)
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1986
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free boundary problems
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backward induction
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Wiener process
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Bayes sequential decision problems
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optimal stopping problems
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normal
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Numerical solutions
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sign of the mean of a normal distribution
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one-armed bandit problem
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