Approximations of the optimal stopping problem in partial observation

DOI10.2307/3214178MaRDI QIDQ3727074zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214178

zbMATH Keywords

approximation theoremoptimal stopping problempartially observed Markov processSnell envelope

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Filtering in stochastic control theory (93E11)

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(19)

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• Statistical inference for a finite optimal stopping problem with unknown transition probabilities
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• Anticipatory action selection for human-robot table tennis
• Optimal stopping for partially observed piecewise-deterministic Markov processes
• Convergence of values in optimal stopping and convergence of optimal stopping times
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
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• Optimal Stopping Under Partial Observation: Near-Value Iteration
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