PROXIMAL DECISION-ANALYSIS WITH IMPERFECT INFORMATION

被引：2

作者：

AGNEW, CE ^{[1
]}

机构：

[1] MATHEMATICA INC, PRINCETON, NJ USA

来源：

MANAGEMENT SCIENCE | 1976年 / 23卷 / 03期

关键词：

DECISION THEORY AND ANALYSIS;

D O I：

10.1287/mnsc.23.3.275

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

In proximal decision analysis the value of a decision depends on a vector of state variables s and a vector of decision variables d in a quadratic fashion. Suppose some data, represented by a vector x, can be obtained. This paper describes a technique for using the data and develops an expression for the value of the information conveyed by the data. Because the value model is quadratic the data processing procedure uses a linear minimum-variance estimate of the conditional mean of s which depends only on the prior moments of the state vector and the noise associated with the measurement.

引用

页码：275 / 279

页数：5

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[9]

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