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- W2087931820 abstract "ABSTRACT In this paper we formulate a finite sequentially planned Bayesian multiple decision problem, thereby introducing a theory of optimal sampling for stochastic processes in continuous time as an alternative observation concept to stopping times, and elaborate the existence and the structure of a Bayes procedure for the sequentially planned observation of stochastic processes of the exponential class. The optimal procedure consists of a Bayesian terminal decision procedure (non-sequential part) and an optimal control variable (sequential part). Moreover, some properties of the Bayes procedure are considered." @default.
- W2087931820 created "2016-06-24" @default.
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- W2087931820 date "2002-05-20" @default.
- W2087931820 modified "2023-09-24" @default.
- W2087931820 title "A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME" @default.
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- W2087931820 doi "https://doi.org/10.1081/sqa-120004173" @default.
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