Technical Note—A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions
- 1 October 1975
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 23 (5) , 1037-1042
- https://doi.org/10.1287/opre.23.5.1037
Abstract
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.Keywords
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