Optimal stopping time on semi-Markov processes with finite horizon
DOI10.1007/s10957-022-02026-xzbMath1491.60055arXiv2107.07510OpenAlexW3179448605MaRDI QIDQ2156383
Fang Chen, Xianping Guo, Zhong Wei Liao
Publication date: 18 July 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.07510
iterative algorithmsemi-Markov processesoptimal stopping timesemi-Markov decision processesoptimal policyoptimality equation
Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)
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Cites Work
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