CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING
From MaRDI portal
Publication:2875238
DOI10.1017/S0269964814000035zbMath1308.60046MaRDI QIDQ2875238
Andrey Novikov, Evgueni I. Gordienko
Publication date: 14 August 2014
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Related Items
Stability Estimation of Transient Markov Decision Processes, Characterization of optimality in classes of ``truncatable stopping rules
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An estimate of the stability of optimal control of certain stochastic and deterministic systems
- Markov chains and stochastic stability
- Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
- On stopped decision processes with discrete time parameter
- Markov decision processes with a stopping time constraint
- Stability estimates in the problem of average optimal switching of a Markov chain
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach
- Optimal stopping of a risk process: model with interest rates
- The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
- Optimal Sequential Tests for Two Simple Hypotheses
- Optimal sequential multiple hypothesis tests
- Sequential multiple hypothesis testing in presence of control variables
- An optimal stopping problem in risk theory
- Optimal stopping in software testing
- Optimal stopping rules for correlated random walks with a discount
- Approximate Optimal Stopping of Dependent Sequences
- Optimal Buy/Sell Rules for Correlated Random Walks
- Optimum Character of the Sequential Probability Ratio Test
- Bayes and Minimax Solutions of Sequential Decision Problems