Optimal Stopping Problem in A Finite State Partially Observable Markov Chain

DOI10.1080/02522667.1983.10698757MaRDI QIDQ4748916zbMATH OpenOpenAlexFDO

Authors Tōru Nakai

Publication date 1983

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1983.10698757

zbMATH Keywords

imperfect state informationMarkov decision processoptimal policy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• A Sequential Stochastic Assignment Problem
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
• Optimal Stopping in a Partially Observable Markov Process with Costly Information
• Quality Control under Markovian Deterioration

Cited in

(1)

• A partially observable decision problem under a shifted likelihood ratio ordering

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