%0 Journal Article
%A Fenoy Muñoz, María Del Mar
%T The invariant optimal sampling plan in a sequentially planned decision procedure
%D 2017
%@ 07474946
%U https://hdl.handle.net/20.500.14352/18294
%X We define the invariant sequentially planned decision procedure under a group of measurable transformations. By means of a previous reduction of the problem, we obtain the optimal invariant sequentially planned decision procedure that minimizes the risk function. First we find the solution for the horizon with a maximal number of stages, based on the present information; later, the general case is solved but the solution is based on the past information. Finally, we study the possibility of approximating the general case by a sequence of truncated problems with a maximal number of stages, obtaining a solution based on the present informatio
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