Double Optimal Stopping in the Fishing Problem

DOI10.1239/JAP/1245676097MaRDI QIDQ5321759zbMATH OpenOpenAlexFDO

Authors Anna Karpowicz

Publication date 15 July 2009

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

Full work available at URL https://doi.org/10.1239/jap/1245676097

zbMATH Keywords

dynamic programmingoptimal stoppinginfinitesimal generatorsemi-Markov processfishing problem

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 425394 (Why is no real title available?)
• scientific article; zbMATH DE number 1064652 (Why is no real title available?)
• Double optimal stopping of a risk process
• Estimating a mean from delayed observations
• General optimal stopping theorems for semi-Markov processes
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• Optimal and adaptive stopping based on capture times
• Optimal stopping in a size dependent search
• Optimal stopping of a risk process

Cited in

(4)

• Anglers' fishing problem
• A bilevel programming approach to double optimal stopping
• Optimal stopping time on semi-Markov processes with finite horizon
• Approaches to multistage one-shot decision making

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