Continue, quit, restart probability model

DOI10.1007/S10479-012-1089-2zbMATH Open1386.60257OpenAlexW2120703342MaRDI QIDQ333092FDOQ333092

Authors: Isaac Sonin, Constantine Steinberg 

Publication date: 9 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1089-2

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zbMATH Keywords

Markov chainGittins indexoptimal stoppingelimination algorithm

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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Cited In (5)

• Optimal stopping of Markov chains and three abstract optimization problems
• Optimal activation of halting multi‐armed bandit models
• Parallel computing for Markov chains with islands and ports
• Continue, quit, restart probability model
• Multi-armed bandits under general depreciation and commitment

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