Experiment in Decision Problems

V. I. Ivanenko ()
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V. I. Ivanenko: Kyviv Polytechnic Institute

Chapter Chapter 6 in Decision Systems and Nonstochastic Randomness, 2010, pp 131-148 from Springer

Abstract: Abstract So far, we have considered the case in which we know beforehand the set Θ of values of the unknown parameter θ and the function L, that is, the scheme Z = (Θ, U, L). It follows from Theorem 5.2 that for a univalent assignment of the criterion L Z * , it is sufficient to know as well the statistical regularity P on Θ describing the supposed behavior of θ ∈ Θ. In this way, the pair S = (Z, P) becomes a complete description of the decision problem T = {S, L Z * } (Remark 5.1).

Date: 2010
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DOI: 10.1007/978-1-4419-5548-7_6

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