Error-probability bounds for continuous-time decision problems.
Joseph L. HibeyDonald L. SnyderJan H. van SchuppenPublished in: IEEE Trans. Inf. Theory (1978)
Keyphrases
- decision problems
- error probability
- upper bound
- lower bound
- influence diagrams
- np hard
- upper and lower bounds
- decision model
- optimal policy
- computational complexity
- utility function
- markov chain
- state space
- dynamical systems
- vc dimension
- worst case
- bayesian decision problems
- error criterion
- empirical risk
- dynamic programming
- evolutionary algorithm
- sensitivity analysis
- reinforcement learning
- sample size
- probability distribution
- uniform convergence
- bandit problems
- linear programming