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PROOF OF THE THEOREM ABOUT THE STRUCTURE OF THE SET OF STRATEGIES OPTIMIZED ACCORDING TO THE WALD-SAVAGE CRITERION
Journal: Science and world (Vol.1, No. 1)Publication Date: 2013-09-28
Authors : Labsker L.G. Yashchenko N.A.;
Page : 158-167
Keywords : Wald-Savage synthetic criterion; pure strategies; structure of optimal strategy set; crediting; Gurvitz criterion.;
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Abstract
Detailed proofs of eight lemmas underlying the proof of the theorem of structure of strategy set, optimum in a set of pure strategies according to Wald-Savage synthetic criterion are deduced. This theorem in [3] acted as game-theoretic model of formation of optimum crediting procedure by bank of corporate borrowers in the conditions of uncertainty of negative financial climate.
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Last modified: 2014-04-09 19:55:46