An extension of the usual model in statistical decision theory with applications to stochastic optimization problems

DOI10.1016/0047-259X(80)90059-7zbMath0445.62008MaRDI QIDQ1145430

Erik J. Balder

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

measurable multifunctions; existence of admissible nonrandomized Bayes rules; sufficiency reduction

Mathematics Subject Classification ID

90C15: Stochastic programming

62C05: General considerations in statistical decision theory

Related Items

Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment, On a noncooperative stochastic game played by internally cooperating generations, Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure, Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum

Cites Work

• On a useful compactification for optimal control problems
• Relaxed inf-compactness for variational problems by Hilbert cube compactification
• Truncation methods applied to problems of weak or strong convergence in \(L^ 1\)
• On the risk-equivalence of two methods of randomization in statistics
• Stochastic convex programming: basic duality
• Problèmes de minimax via l'analyse convexe et les inégalités variationelles: Théorie et algorithmes
• An Extension of Duality-Stability Relations to Nonconvex Optimization Problems
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
• Sufficiency and Statistical Decision Functions
• An Extension of Wald's Theory of Statistical Decision Functions
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