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arXiv 1206.3245cs.AImath.STstat.MEstat.TH
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识别最优序列决策

Identifying Optimal Sequential Decisions

University of Bristol(布里斯托尔大学);Statistical Laboratory(统计实验室)

Philip Dawid, Vanessa Didelez

摘要:

我们考虑的条件,使我们能够找到一个最佳的策略,从一个给定的数据情况下的顺序决策。对于所有干预都是无条件(原子)的情况,Pearl和Robins(1995)讨论了可识别性。我们在这里认为,最优策略必须是有条件的,即考虑到每个决策点的信息。我们发现,最佳顺序决策策略的识别更具限制性,在这个意义上,有条件的干预可能并不总是确定原子干预。我们进一步证明了一个简单的图形标准的最优策略的可识别性。

英文摘要:

We consider conditions that allow us to find an optimal strategy for sequential decisions from a given data situation. For the case where all interventions are unconditional (atomic), identifiability has been discussed by Pearl & Robins (1995). We argue here that an optimal strategy must be conditional, i.e. take the information available at each decision point into account. We show that the identification of an optimal sequential decision strategy is more restrictive, in the sense that conditional interventions might not always be identified when atomic interventions are. We further demonstrate that a simple graphical criterion for the identifiability of an optimal strategy can be given.

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