Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes

DOI10.1287/MOOR.12.3.463MaRDI QIDQ3778566zbMATH OpenOpenAlexFDO

Authors Theodore P. Hill, Jan van der Wal

Publication date 1987

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/dda2806a54f82effebe652d53097eb9dd514628b

zbMATH Keywords

finite-state leavable gamblingfinite-state Markov decision processmonotonically improving limit-optimal strategies

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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Cited in

(1)

• Goal problems in gambling theory

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