Foundations of a General Theory of Sequential Decision Functions
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(25)- Limit games and limit equilibria
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- Risk aversion, impatience, and optimal timing decisions
- Herding with costly information
- A linear-quadratic Gaussian approach to dynamic information acquisition
- Infinite zero-sum two-person games
- On extended admissible procedures and their nonstandard Bayes risk
- Bayesian persuasion with optimal learning
- Identification and welfare evaluation in sequential sampling models
- Can the wrong horse win: the ability of race models to predict fast or slow errors
- Dynamic survival bias in optimal stopping problems
- Try before you buy: a theory of dynamic information acquisition
- Experimentation and manipulation with preregistration
- Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
- Constrained Bayesian Rules for Testing Statistical Hypotheses
- Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach
- The methods of sequential analysis of Bayesian type for the multiple testing problem
- (s, S, U) Lagerpolitik im dynamischen endlichstufigen Problem
- Sequential decisions with outcome uncertainty†
- A constrained maximum flow problem†
- Some notions and problems of game theory
- A minimax lemma and its applications
- Optimal Dynamic Information Acquisition
- The value of information in stopping problems
- A dynamic model of capital investment with uncertain demand and Bayesian learning
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