In the control of technological processes of mass production, one often finds the following decision situation. In every realization of a technological operation, it is necessary to choose the value of some operational parameter, for example, the time t of a treatment, knowing the following information: (1) The “ideal” value t* of the parameter t—that is, the value that we would choose if we knew all necessary variables or inputs—is contained within certain limits t1 ≤ t* ≤ t2. (2) If t deviates from t* by no more than a given value ∆t > 0, the article is good; otherwise it is bad or wasted. (3) The technological operation is carried out many times; therefore it is expedient to estimate it by the average quantity of wasted articles over infinitely many realizations.
KeywordsLoss Function Mixed Strategy Stationary Sequence Average Loss Borel Function
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