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A team decision problem for a convex loss function over aBernoulli random variable

Research paper by P. Randolph, K. Nagel

Indexed on: 01 Dec '66Published on: 01 Dec '66Published in: Mathematical Methods of Operations Research



Abstract

Suppose each member of a team observes aBernoulli random variable,x, and the team outcome is the inner product, 〈a,x〉, of the observation vectorx and the decision vectora. This paper considers the case when the loss function is convex. Two numerical examples are given.