About stability of risk-seeking optimal stopping
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Publication:2925640
zbMATH Open1300.60059MaRDI QIDQ2925640FDOQ2925640
Authors: Raúl Montes-de-Oca, Elena Zaitseva 
Publication date: 17 October 2014
Published in: Kybernetika (Search for Journal in Brave)
Full work available at URL: http://www.kybernetika.cz/content/2014/3/378
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total variation metricoptimal stopping rulestability indexdiscrete-time Markov processrisk-seeking expected total cost
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- Stability estimating in optimal stopping problem
Cited In (6)
- Stability estimates in the problem of average optimal switching of a Markov chain
- Characterizations of optimal policies in a general stopping problem and stability estimating
- Robustness estimating of optimal stopping problem with unbounded revenue and cost functions
- Value iteration methods in risk minimizing stopping problems
- Stability estimating in optimal stopping problem
- Risk-sensitive stopping problems for continuous-time Markov chains
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