Methods of determining the optimal decision functions in truncated sequential analysis problems

DOI10.1007/BF01074722MaRDI QIDQ3749984zbMATH OpenFDO

Authors A. I. Shatilov

Publication date 1985

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01074722

zbMATH Keywords

Bayes riskdistinguishing simple hypothesesdual problemLagrange functionnonlinear programmingobjective functionoptimal decision functionstruncated sequential problem

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Nonlinear programming (90C30)

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(1)

• Optimal control criteria in truncated sequential analysis problems

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