K. J. Arrow, D. Blackwell, and M. A. Girshick. Bayes and minimax solutions of sequential decision problems. Econometrica, 17(3/4):213--244, 1949. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
The Origins of Dynamic Inventory Modelling under Uncertainty.. - Girlich, Chikán (1999) (Correct)
....problem in the case of finitely many time intervals is constructed with a recursive method as in [99] 4.1. The first clear presentation of this method of backward induction seems to be published by K. Arrow, D. Blackwell, and Meyer A. Girshick (b. 1908 in Russia) who presented the paper [3] at the Madison Meeting in September 1948 under the old title Statistics and the Theory of Games . David Blackwell (b. 1919 at Centralia, Illinois) mathematician at Howard University, and the statistician at Stanford M. Girshick later wrote together the book Theory of Games and Statistical ....
....sentence is the personal style of Kenneth J. Arrow (b. 1921 in New York City) It may be remarked that the problem of optimum sequential choice among several actions is closely allied to the economic problem of the rational behavior of an entrepreneur under conditions of uncertainty (see [3], p. 215) We should like to emphasize that in [4] section 7:B refered to [3] a program is suggested as it is realized in [23] II. Arrow s admirable achievement of outstanding results in different fields as optimal economic welfare and optimal inventory policies may be explained at best by his ....
[Article contains additional citation context not shown here]
Arrow, K.J., Blackwell, D., Girshick, M.A., 1949. Bayes and minimax solutions of sequential decision problems. Econometrica 17: 213 - 244.
An Approximation Framework for Infinite Horizon Optimization.. - Korf (Correct)
....with via dynamic programming. Dynamic programming emerged in the late 40 s and early 50 s out of a need to handle very large dynamic decision problems in fields including statistics, cf. Wald [15] water resource management, cf. Mass e [10] inventory theory, cf. Arrow, Blackwell, and Girshick [1], and later optimal control in the 60 s, cf. Bellman [2] Given the technology of that time, the problems facing researchers were computationally unmanageable using available methods, including linear and nonlinear programming. The dynamic programming approach is computationally attractive because ....
Arrow K., Blackwell D. & Girschick M. (1949) "Bayes and Minimax Solutions of Sequential Decision Problems." Econometrica 17:213--244
On Optimal Quantization Rules for Some Sequential.. - Xuanlong Nguyen.. (2006) (Correct)
No context found.
K. J. Arrow, D. Blackwell, and M. A. Girshick. Bayes and minimax solutions of sequential decision problems. Econometrica, 17(3/4):213--244, 1949.
On Optimal Quantization Rules for Sequential - Decision Problems Xuanlong (Correct)
No context found.
K. J. Arrow, D. Blackwell, and M. A. Girshick. Bayes and minimax solutions of sequential decision problems. Econometrica, 17(3/4):213--244, 1949.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC