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Sufficiency in decision processes with continuous observations

 

作者: Pilar Ibarrola,   Ricardo Velez,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 1  

页码: 125-134

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802151

 

出版商: Akademie-Verlag

 

关键词: Decision models for continuous observations;sufficient filtration;terminal decision functions;stopping times

 

数据来源: Taylor

 

摘要:

The aim of this paper is to establish the essential completeness of the decision rules based on sufficient information in decision models with continuous observations, as defined by IRLE-SCHMITZ [7]. In this way, a generalization of similar results for sequen-tial decision processes, given by BAHADUR [1] and FERGUSON [5], is obtained. In this sense, our results may be compared with those of [5] (section 7.3). We use essentially the tech-nique of martingales as developed in [4].

 

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