Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 4
20
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Exponential Boundedness of Control Variables in a Sequentially Planned Bayesian Multiple Decision Problem in Continuous Time

Pages 347-358 | Received 01 Aug 2002, Published online: 02 Sep 2006

References

  • Roters , M. 2002 . A sequentially planned Bayesian multiple decision problem in continuous time . Sequential Anal. , 21 : 59 – 86 .
  • Sobel , M. and Wald , A. 1949 . A sequential decision procedure for choosing one of three hypotheses concerning the unknown mean of a normal distribution . Ann. Math. Statist. , 20 : 502 – 522 .
  • Simons , G. 1967a . A sequential three hypothesis test for determining the mean of a normal population with known variance . Ann. Math. Statist. , 38 : 1365 – 1375 .
  • Simons , G. 1967b . A class of sequential for choosing one of k hypotheses concerning the unknown drift of the Wiener process . Ann. Math. Statist. , 38 : 1376 – 1383 .
  • Schmitz , N. 1993 . “ Optimal sequentially planned decision procedures ” . In Lecture Notes in Statistics Vol. 79 , New York : Springer-Verlag .
  • Roters , M. 1995 . The theory of optimal sampling in continuous time with applications to sequentially planned decision procedures . Habilitationsschrift Universität Trier ,
  • Dvoretzky , A. , Kiefer , J. and Wolfowitz , J. 1953 . Sequential decision problems for processes with continuous time parameter. Problems of estimation . Ann. Math. Statist. , 24 : 403 – 415 .
  • Bhattacharya , P.K. and Smith , R.P. 1972 . Sequential probability ratio test for the mean value function of a Gaussian process . Ann. Math. Statist. , 46 : 1861 – 1873 .
  • Loève , M. 1978 . Probability Theory II, , 4th Ed. New York : Springer .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.