A Gridding Method for Bayesian Sequential Decision Problems

Journal of Computational and Graphical Statistics

Volumn 12, Issue 3, 2003, Pages 566-584

  Brockwell, Anthony E ^a   Kadane, Joseph B ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Backward induction; Batch sequential; Bayesian sequential analysis; Fully sequential; Monte carlo integration; Parallel computing; Stochastic dynamic programming

Indexed keywords

EID: 0141907309     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/1061860032274     Document Type: Article

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