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A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions
Vol. 23, No. 5 (Sep. - Oct., 1975), pp. 1037-1042
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/169687
Page Count: 6
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This note develops a recursion algorithm for finding the set of ordinally admissible decision functions in statistical decision problems when such functions have a Cartesian product structure. An example is used to demonstrate the computations. The generality of the algorithm is discussed briefly, and some computational experience is presented.
Operations Research © 1975 INFORMS