Sensitivity analysis of a sequential decision problem with learning

DOI10.1007/S001860200248MaRDI QIDQ1395381zbMATH OpenOpenAlexFDO

Authors Alfred Müller, Marco Scarsini

Publication date 26 June 2003

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860200248

zbMATH Keywords

Bayesian dynamic programmingbeta distributioncoin tossingconjugate priorrisk aversionstochastic comparison

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory for games (91A35) Probabilistic games; gambling (91A60)

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