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Optimal Decision Rules in Conditional Probabilistic Programming
Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali, Série 8, Tome 45 (1968) no. 5, pp. 231-235 Cet article a éte moissonné depuis la source Biblioteca Digitale Italiana di Matematica

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Nella presente Nota si sviluppa una teoria unificata della programmazione probabilistica. Questa, nell'adoperare dei vincoli probabilistici condizionali, porge una caratterizzazione delle classi ottimali di regole stocastiche di decisione. In particolare, vien stabilita l'ottimalità delle regole lineari discretizzate di decisione per la minimizzazione del valore assunto da una funzione concava di variabili di decisioni stocastiche. 
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     title = {Optimal {Decision} {Rules} in {Conditional} {Probabilistic} {Programming}},
     journal = {Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali},
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Charnes, A.; Cooper, William W.; Kirby, Michael J. L. Optimal Decision Rules in Conditional Probabilistic Programming. Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali, Série 8, Tome 45 (1968) no. 5, pp. 231-235. http://geodesic.mathdoc.fr/item/RLINA_1968_8_45_5_a6/

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