Monotone optimal decision rules and their computation (Q1060790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone optimal decision rules and their computation |
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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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