Optimal Stopping and Experimental Design

The problem of finding Bayes solutions for sequential experimental design problems motivates the study of the following type of one-person sequential game. If the game is stopped at any stage a, the loss to the player is the value of a random variable (rv), say Za. If the player chooses to continue...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The Annals of mathematical statistics 1966-02, Vol.37 (1), p.7-29
1. Verfasser:	Haggstrom, Gus W.
Format:	Artikel
Sprache:	eng
Schlagworte:	A priori knowledge Experiment design Experimentation Integers Logical givens Martingales Probabilities Real numbers Sequential game Stochastic processes
Online-Zugang:	Volltext
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