Abstract
For the two-action two-state compound decision problem, a class of decision rules is found that are both asymptotically optimal and admissible at each stage $n$. These rules are Bayes rules with respect to appropriate exchangeable prior distributions.
Citation
James Inglis. "Admissible Decision Rules for the Compound Decision Problem: The Two-Action Two-State Case." Ann. Statist. 7 (5) 1127 - 1135, September, 1979. https://doi.org/10.1214/aos/1176344795
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