On a Stopping Rule for a Class of Sequential Decision Problems.
On sequential and fixed designs for estimation with comparisons and applications.
A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors are given....
On sequential minimax estimation for the exponential class of processes
On some minimax sequential decision problems with partial observability
On the optimal continuous experimental design problem
The target of this paper is to provide a compact review of the Optimal Experimental Design, the continuous case. Therefore we are referring to the general nonlinear problem in comparison to the linear one.
On the Two Armed Bandit with one Probability Known.