Continue, quit, restart probability model

DOI10.1007/s10479-012-1089-2zbMath1386.60257OpenAlexW2120703342MaRDI QIDQ333092

Constantine Steinberg, Isaac M. Sonin

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

zbMATH Keywords

optimal stoppingMarkov chainGittins indexelimination 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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Continue, quit, restart probability model ⋮ Optimal activation of halting multi‐armed bandit models ⋮ MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT ⋮ Optimal stopping of Markov chains and three abstract optimization problems ⋮ Parallel computing for Markov chains with islands and ports

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