Article | REF: AF1502 V1

Decision Theory

Author: Elyès JOUINI

Publication date: October 10, 2017

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


Français

5. Dynamic models

5.1 Information structures and filtering

Let's now consider a situation in which the decision-maker has to choose an action a whose consequences are uncertain and spread over time. To model this situation, we introduce Ω the space of states of the world and T the space of possible dates. Typically, T can be finite with T={0,

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


The Ultimate Scientific and Technical Reference

A Comprehensive Knowledge Base, with over 1,200 authors and 100 scientific advisors
+ More than 10,000 articles and 1,000 how-to sheets, over 800 new or updated articles every year
From design to prototyping, right through to industrialization, the reference for securing the development of your industrial projects

This article is included in

Mathematics

This offer includes:

Knowledge Base

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources

Practical Path

Operational and didactic, to guarantee the acquisition of transversal skills

Doc & Quiz

Interactive articles with quizzes, for constructive reading

Subscribe now!

Ongoing reading
Dynamic models