RT Journal Article
T1 The invariant optimal sampling plan in a sequentially planned decision procedure
A1 Fenoy Muñoz, María Del Mar
AB 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
PB Taylor & Francis
SN 07474946
YR 2017
FD 2017
LK https://hdl.handle.net/20.500.14352/18294
UL https://hdl.handle.net/20.500.14352/18294
LA eng
NO Fenoy Muñoz, M. M. «The Invariant Optimal Sampling Plan in a Sequentially Planned Decision Procedure». Sequential Analysis, vol. 36, n.o 2, abril de 2017, pp. 194-209. DOI.org (Crossref), https://doi.org/10.1080/07474946.2017.1319680.
NO Ministerio de Economía, Comercio y Empresa (España)
DS Docta Complutense
RD 6 abr 2025