Decision making theory in optimal stopping problems
Abstract
An optimal decision making rule for a producer with growing inventory in the given period and specified the current price and probabilistic price distribution in the following period is given. Decision making models in optimal stopping problems of the Markov sequences with deterministic or stochastic revalue are constructed. The Вayesian decision making procedure in a statistical hypotheses testing problem is performed.Downloads
Published
2010-12-15
Issue
Section
Decision making and control in economic, technical, ecological and social systems