| Title:
|
Repetitive play of a game against nature (English) |
| Author:
|
Jílovec, Stanislav |
| Author:
|
Šubert, Bruno |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
12 |
| Issue:
|
5 |
| Year:
|
1967 |
| Pages:
|
383-397 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this paper general theorems for optimal strategic procedures in the repeated play of a game against nature are given. The game is supposed to be infinite from the right and the theorems include the solution of a sequential decision problem with infinite decision space. () |
| MSC:
|
91A15 |
| idZBL:
|
Zbl 0253.90071 |
| idMR:
|
MR0272414 |
| DOI:
|
10.21136/AM.1967.103115 |
| . |
| Date available:
|
2008-05-20T17:40:00Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103115 |
| . |
| Reference:
|
[1] J. Hannan: Approximation to Bayes Risk in Repeated Play.Contributions to the Theory of Games 3 (1957), 97-139. Zbl 0078.32804, MR 0109094 |
| Reference:
|
[2] M. Loève: Probability Theory.3d ed., Van Nostrand, New York 1963. MR 0203748 |
| Reference:
|
[3] J. Van Ryzin: The Sequential Compound Decision Problem with $n \times m$ Finite Loss Matrix.Ann. Math. Statist. 37 (1966), 4, 954-975. MR 0198640 |
| Reference:
|
[4] E. Samuel: Asymptotic Solutions of the Sequential Compound Decision Problem.Ann. Math. Statist. 34 (1963), 1079-1094. Zbl 0202.49102, MR 0173340, 10.1214/aoms/1177704032 |
| . |
