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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 742–746 (Mi tvp1518)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

On necessary conditions of optimality for sequential decision problems

A. G. Fakeyev

Gor'kiy
Full-text PDF (311 kB) Citations (5)
Abstract: In this paper, necessary conditions of optimality are obtained for a class of statistical decision problems with constraint.
Received: 26.03.1968
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 4, Pages 710–713
DOI: https://doi.org/10.1137/1114090
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. G. Fakeyev, “On necessary conditions of optimality for sequential decision problems”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 742–746; Theory Probab. Appl., 14:4 (1969), 710–713
Citation in format AMSBIB
\Bibitem{Fak69}
\by A.~G.~Fakeyev
\paper On necessary conditions of optimality for sequential decision problems
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 4
\pages 742--746
\mathnet{http://mi.mathnet.ru/tvp1518}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=301879}
\zmath{https://zbmath.org/?q=an:0205.22702|0198.24606}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 4
\pages 710--713
\crossref{https://doi.org/10.1137/1114090}
Linking options:
  • https://www.mathnet.ru/eng/tvp1518
  • https://www.mathnet.ru/eng/tvp/v14/i4/p742
  • This publication is cited in the following 5 articles:
    1. Teruo Tanaka, “A D–solution of a multi–parameter continuous time optimal stopping problem with constraints”, Journal of Information and Optimization Sciences, 40:4 (2019), 839  crossref
    2. Teruo Tanaka, “Fakeev's necessary conditions for optimality in multi–parameter optimal stopping problems”, Journal of Information and Optimization Sciences, 39:8 (2018), 1627  crossref
    3. M. S. Tihov, “On the sequential estimation of the trend parameter for a diffusion-type process with quadratic and non-quadratic loss functions”, Theory Probab. Appl., 26:3 (1982), 607–614  mathnet  mathnet  crossref  isi
    4. North-Holland Mathematical Library, 10, Discrete-Parameter Martingales, 1975, 222  crossref
    5. E. B. Frid, “On Optimal Strategies in Control Problems with Constraints”, Theory Probab. Appl., 17:1 (1972), 188–192  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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