Optimal stopping time on discounted semi-Markov processes
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Publication:2048164
DOI10.1007/s11464-021-0919-4zbMath1473.90174arXiv2101.00546MaRDI QIDQ2048164
Xianping Guo, Fang Chen, Zhong Wei Liao
Publication date: 5 August 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.00546
iterative algorithm; value function; optimal stopping time; optimal policy; semi-Markov decision processes (SMDPs); semi-Markov processes (SMPs)
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
90C40: Markov and semi-Markov decision processes