Published June 1981 | Version Submitted
Working Paper Open

Admissibility in Four But Not in Five Dimensions of the Diffuse Prior Bayes Rule for the Control Problem

Abstract

It is shown that the Bayes decision rule corresponding to the prior of Lebesgue measure is admissible in dimension four but not in five for the control problem.

Additional Information

We are indebted to Professor Kei Takeuchi for his encouragement and for some helpful conversations. This work was supported in part by NSF Grant SES79-13976 at the Institute for Mathematical Studies in the Social Sciences, Stanford University.

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Additional details

Identifiers

Eprint ID
82079
Resolver ID
CaltechAUTHORS:20171004-145053972

Funding

NSF
SES79-13976

Dates

Created
2017-10-06
Created from EPrint's datestamp field
Updated
2019-10-03
Created from EPrint's last_modified field

Caltech Custom Metadata

Caltech groups
Social Science Working Papers
Series Name
Social Science Working Paper
Series Volume or Issue Number
391