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On an approximation for a multi-stage decision problem

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Summary

An approximation procedure based on conditional expectation and minimization operations is considered for a multi-stage decision problem from mathematical view point. This approximation procedure is applicable to adaptive decision processes, i.e., decision processes including unknown parameters.

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References

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Authors and Affiliations

  1. Graduate School of Tokyo University, Tokyo, Japan

    Shintaro Sono

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  1. Shintaro Sono
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Sono, S. On an approximation for a multi-stage decision problem. Ann Inst Stat Math 35, 185–191 (1983). https://doi.org/10.1007/BF02480974

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  • DOI: https://doi.org/10.1007/BF02480974

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