On dynamic programming and statistical decision theory
DOI10.1214/AOS/1176344625zbMATH Open0417.62002OpenAlexW2089237209MaRDI QIDQ755265FDOQ755265
Authors: Manfred Schäl 
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344625
statistical decision theoryrisk functionBayes policiesfavourable a priori distributionsminimax policiesnon Markovian dynamic programming decision modelrenewal decision modelssequential modeltotal cost criterion
Dynamic programming (90C39) General considerations in statistical decision theory (62C05) Dynamic programming in optimal control and differential games (49L20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Optimal stopping in statistics (62L15)
Cited In (16)
- Compactness of the space of non-randomized policies in countable-state sequential decision processes
- Constrained discounted stochastic games
- Parametric continuity in dynamic programming problems
- On Markov perfect equilibria in discounted stochastic ARAT games
- Generalized Bandit Problems
- Vector-valued Markov decision processes and the systems of linear inequalities
- On the expected total reward with unbounded returns for Markov decision processes
- Markov decision processes with quasi-hyperbolic discounting
- Markov decision processes under ambiguity
- On compactness of the space of policies in stochastic dynamic programming
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
- Parametric continuity in dynamic programming problems
- Constrained Markov decision processes with expected total reward criteria
- Semicontinuous nonstationary stochastic games. II
- Optimal stationary policies in the vector-valued Markov decision process
- Constrained discounted Markov decision processes with Borel state spaces
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