
doi: 10.1007/bf00941075
For a given objective function w(x,a) on \(X\times A\), a maximizing \(a=\delta (x)\) has to be determined for each x in the totally ordered set X. We give conditions on w such that there is a monotone \(\delta\) which can be computed recursively if A is finite.
Statistical decision theory, Management decision making, including multiple objectives, monotone maximizers, Mathematical programming, computation of maximizers, optimal decision rules
Statistical decision theory, Management decision making, including multiple objectives, monotone maximizers, Mathematical programming, computation of maximizers, optimal decision rules
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