Bayesian decision problems and Markov chains / by J. J. Martin.
Tipo de material: TextoSeries Publications in operatios research ; no. 13Detalles de publicación: New York, N.Y. : Wiley, 1967Descripción: xii, 202 p. : ilTema(s): Clasificación CDD:- 519.1
Tipo de ítem | Biblioteca actual | Signatura | Estado | Fecha de vencimiento | Código de barras |
---|---|---|---|---|---|
Libro | Biblioteca Manuel Belgrano | 519.1 M 12644 (Navegar estantería(Abre debajo)) | Disponible | 12644 |
"Originally submitted as a Ph.D. thesis. Massachusetts Institute of Technology, 1965.
Bibliografía: p. 125-162.
Combines Bayesian decision theory and the theory of Markov chains by establishing a theoretical structure for Markov chains in which the transition probabilities are uncertain. Both sequential sampling and fixed sample size problems are considered. The development is largely theoretical, including questions of both existence and convergence. Problems of numerical computation are treated as they arise.
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