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scientific article; zbMATH DE number 1107802
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scientific article; zbMATH DE number 1107802 |
Statements
21 January 1998
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existence of optimal strategies
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Charnes-Cooper maximum probability criterion
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sequential decision problem
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random decision system with complete connections
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The Charnes-Cooper maximum probability criterion is adopted for a sequential decision problem. Existence of optimal strategies, intervals of guaranteed optimal profit, and existence of optimal trajectories are examined. The relationship between the state \(x_{n+1}\) and the state \(x_n\), \(x_{n+1}= f_n(x_n, d_n)\), where \(d_n\) is the decision taken at trial \(n\), \(f_n\) being a transition function, suggests the implicit presence of a random decision system with complete connections in the spirit of \textit{C. Zidăroiu} [Revue Roum. Math. Pures Appl. 23, 821-827 (1978; Zbl 0395.93043) and 31, 415-421 (1986; Zbl 0606.60050)]. For the entire collection see [Zbl 0878.00064].
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