Action-timing problem with sequential Bayesian belief revision process

DOI10.1016/S0377-2217(97)00036-2zbMATH Open0960.91506OpenAlexW1970951049MaRDI QIDQ1291712FDOQ1291712

Authors: Jae-Hyeon Ahn, John J. Kim 

Publication date: 13 May 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(97)00036-2

Recommendations

• A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Acquisition of project-specific assets with Bayesian updating
• A continuous-time sequential testing problem
• Optimal timing of decisions: a general theory based on continuation values

zbMATH Keywords

Bayesian analysissimulationdecision theorystochastic dynamic programmingaction-timing problem

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Secretary Problem and Its Extensions: A Review
• Involving Patients in the Cadaveric Kidney Transplant Allocation Process: A Decision-Theoretic Perspective
• A Bayesian Approach to a Generalized House Selling Problem

Cited In (2)

• Sequential stochastic assignment under uncertainty: estimation and convergence
• Title not available (Why is that?)

This page was built for publication: Action-timing problem with sequential Bayesian belief revision process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1291712)