Sufficiency in decision processes with continuous observations

DOI10.1080/02331888908802151MaRDI QIDQ3470007zbMATH OpenOpenAlexFDO

Authors Ricardo Vélez Ibarrola, Pilar Ibarrola Muñoz

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802151

zbMATH Keywords

continuous observationscontinuous time stochastic processessentially completeexpected lossexpected observation costsmartingalessequential decision processesstopping timessufficient filtrationsufficient subfieldsterminal decision functions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sufficient statistics and fields (62B05) Complete class results in statistical decision theory (62C07)

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Cites work

• scientific article; zbMATH DE number 3456238 (Why is no real title available?)
• scientific article; zbMATH DE number 3462958 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Sufficiency and Statistical Decision Functions

Cited in

(6)

• Sufficiency in sequentially planned decision procedures
• A decision procedure for von Wright's OBS-calculus
• Invariance in decision processes with continuous observations
• Completitud esencial de la clase de controles basados en un proceso suficiente
• scientific article; zbMATH DE number 4038993 (Why is no real title available?)
• scientific article; zbMATH DE number 1336737 (Why is no real title available?)

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